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

US announces new Iran agreement/ceasefire extension by June 17?

YES · live
44.0¢
NO · live
56.0¢

▸ Advanced metrics · M2M bundle

polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-17 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-us-announces-new-iran-agreementceasefire-extension-by-june-17/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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
44.0¢
NO · live
56.0¢
YES price · live 24h
n=25 · μ=0.5748 · σ=0.0831 · range [0.4150, 0.7400] · R²=0.322▼ FALLING -22.81%σ HIGH 14.46%LAST 0.44000.74000.65870.57750.49620.4150μ = 0.5748max 0.7400min 0.4150dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 44.00¢
YES / NO split · live
YES 44.0%NO 56.0%NO56.0%56.00¢ · odds 1/1.79
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.990 / 1.00 bits (99%) · max uncertainty (~50/50)
YES
44.0%44.0¢2.27×▬ +0.00pp
NO
56.0%56.0¢1.79×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=9,800 · μ=408.3 · σ=362.0 · CV=0.89BURSTYcumulative energy ↗ · 50% by h=1503136259381,250μ = 4081,25050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 9800bp moved · peak 1250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
44.00¢ (44.00%)
▼NO mid
56.00¢ (56.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$46.6k
≋liquidity $
$10.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5748 · σ=0.0831 · range [0.4150, 0.7400] · R²=0.322▼ FALLING -22.81%σ HIGH 14.46%LAST 0.44000.74000.65870.57750.49620.4150μ = 0.5748max 0.7400min 0.4150dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 44.00¢
NO price · CLOB mid
n=25 · μ=0.4252 · σ=0.0831 · range [0.2600, 0.5850] · R²=0.322▲ RISING +30.23%σ EXTREME 19.55%LAST 0.56000.58500.50370.42250.34120.2600μ = 0.4252max 0.5850min 0.2600dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 56.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0040 · σ=0.0524 · skew=-0.04 (symmetric) · kurt=-0.28 (mesokurtic)864202-10.30ppbin -10.30pp · n=2 · 25.0% peakbin -10.30pp · n=2 · 25.0% peak1-7.90ppbin -7.90pp · n=1 · 12.5% peakbin -7.90pp · n=1 · 12.5% peak3-5.50ppbin -5.50pp · n=3 · 37.5% peakbin -5.50pp · n=3 · 37.5% peak1-3.10ppbin -3.10pp · n=1 · 12.5% peakbin -3.10pp · n=1 · 12.5% peak8-0.70ppbin -0.70pp · n=8 · 100.0% peakbin -0.70pp · n=8 · 100.0% peak21.70ppbin 1.70pp · n=2 · 25.0% peakbin 1.70pp · n=2 · 25.0% peak44.10ppbin 4.10pp · n=4 · 50.0% peakbin 4.10pp · n=4 · 50.0% peak26.50ppbin 6.50pp · n=2 · 25.0% peakbin 6.50pp · n=2 · 25.0% peak8.90pp111.30ppbin 11.30pp · n=1 · 12.5% peakbin 11.30pp · 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=0.02 · kurt=0.08 · near 20 / mid 4 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN57.48¢95% CI: [54.22¢, 60.74¢]
σ STD DEV8.31ppσ² = 69.093 · CV = 14.46%
med MEDIAN57.50¢Q₁ 53.50¢ · Q₃ 62.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 32.50pp · IQR 9.00pp (1.349σ→11.21pp)
min 41.50¢Q₁ 53.50¢med 57.50¢Q₃ 62.50¢max 74.00¢μ
SKEWNESS · G₁-0.242approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.733mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.00
σ × 1.349 ↔ IQRdiverges from normalratio = 1.25
range ↔ σconcentrated (range < 4σ)range / σ = 3.91
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.031within white-noise band
ρ(2) AUTOCORR-0.051lag-2 not significant
H · HURST EXPONENT0.803strongly persistent
OLS TREND · t-STAT-3.307significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.803
H = 0.803STRONGLY 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=1-0.031k=2-0.051k=3-0.203k=4-0.099k=5+0.0680+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]SIGNIFICANT @ 1% (|t|=3.31)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.64very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.31)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 ID2508400
SLUGus-announces-new…n-by-june-17
CATEGORYUS announces new…nsion by...?
TWO-SIDED PRICINGFAVOURS NO (56¢)
PRIMARY · YES44.00¢implied prob 44.00% · decimal odds 2.27×
COUNTER · NO56.00¢implied prob 56.00% · decimal odds 1.79×
44.00¢
56.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME46.61k USD 24h
LIQUIDITY10.75k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (56¢)|primary − counter| = 0.120 · entropy 0.990 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 44.0%NO 56.0%YES p̂44.0%H = 0.990 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.27×(44¢)NO1.79×(56¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.990 bits (99% of max) · maximum uncertainty (~50/50)
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 2026-06-17 00:00 UTC
2days
04hrs
51min
2.20 days·θ = 40.721 pp/day
YES →$1.00(P = 44.0%)
NO →$0.00(P = 56.0%)
current: $0.4400 · expected return per side: $0.56 on YES hit · $0.44 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.1dRESOLVESP projection · σ=8.31% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 40.721 pp/day
now2.20d left
40.721 pp/day×1.00
−25%1.65d left
47.021 pp/day×1.15
−50%1.10d left
57.589 pp/day×1.41
−75%13.22h left
81.443 pp/day×2.00
−90%5.29h left
128.773 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 12.50% · worst -11.50% · typical |Δ| 4.08%BEARISH SESSION -13.00%BEST+12.50%9hWORST-11.50%17hTYPICAL |Δ|4.08%mean absoluteCUMULATIVE-13.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ +0.00% · Σ +0.00%US · 16-24 UTCμ -1.56% · Σ -12.50%CUMULATIVE Δ PATH · final -13.00%+17.00%-15.50%5.50% · 1h5.50% · 1h5.50%1h-5.00% · 2h-5.00% · 2h-5.00%2h3.50% · 3h3.50% · 3h3.50%3h-1.50% · 4h-1.50% · 4h-1.50%4h1.50% · 5h1.50% · 5h1.50%5h-3.50% · 6h-3.50% · 6h-3.50%6h-1.00% · 7h-1.00% · 7h-1.00%7h5.00% · 8h5.00% · 8h5.00%8h12.50% · 9h12.50% · 9h12.50%9h★ BEST-6.50% · 10h-6.50% · 10h-6.50%10h-0.50% · 11h-0.50% · 11h-0.50%11h-1.00% · 12h-1.00% · 12h-1.00%12h0.00% · 13h0.00% · 13h·13h-0.50% · 14h-0.50% · 14h-0.50%14h-9.00% · 15h-9.00% · 15h-9.00%15h1.00% · 16h1.00% · 16h1.00%16h-11.50% · 17h-11.50% · 17h-11.50%17h▼ WORST-4.50% · 18h-4.50% · 18h-4.50%18h5.50% · 19h5.50% · 19h5.50%19h5.00% · 20h5.00% · 20h5.00%20h3.00% · 21h3.00% · 21h3.00%21h-1.50% · 22h-1.50% · 22h-1.50%22h-9.50% · 23h-9.50% · 23h-9.50%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.00%)RUNSup max 3 · down max 3BREADTH38% up · 54% down · 8% flat
9 up bars · 13 down · best 12.50% · worst -11.50% · typical |Δ| 4.083%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -15.26%FINAL-15.26%MAX DD-28.81%RECOVERYONGOING · 15 barsMAX RUN-UP+17.04%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.8474 · peak 1.1704 · range [0.8332, 1.1704]1.17040.8332break-even = 1★ PEAK 1.1704UNDERWATER DRAWDOWN · max -28.81% · severe0%-28.81%▼ TROUGH -28.81%TOP DRAWDOWN PERIODS · 2 total#1 -28.81%bar 11-25 · 15 bars · ONGOING#2 -6.09%bar 3-9 · 7 bars · recoveredDD SEVERITYsevere (max -28.81%)RECOVERYongoing · 15 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.8474 (-15.26%) · max DD -28.81% · 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=-11.81 · σ=33.86MIXED EDGELAST 6.99 (+0.56σ vs μ)73.6336.810.00-36.81-73.63μ = -11.811.901.90-29.90-29.9019.2919.2934.6934.6918.4718.4713.7713.7720.2820.2822.8822.889.939.93-71.10-71.10-42.67-42.67-61.47-61.47-73.63-73.63-46.31-46.31-29.24-29.24-3.55-3.55-9.49-9.49-5.25-5.256.996.99v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 6.988 · range [-73.63, 34.69] · μ -11.810 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=519.5713 · σ=123.2550 · range [292.9983, 674.1105] · R²=0.172▲ RISING +35.98%σ EXTREME 23.72%LAST 522.3036674.1105578.8325483.5544388.2764292.9983μ = 519.5713max 674.1105min 292.9983dataMA(3)OLS R²=0.17μ lineμ ± σ bandmaxmin
latest 522.30% · range [293.00%, 674.11%] · μ 519.57% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.144 · σ=0.309MEAN-REVERSIONLAST 0.342 (+1.57σ vs μ)0.6840.3420.000-0.342-0.684μ = -0.144-0.684-0.684-0.566-0.566-0.223-0.2230.2600.260-0.195-0.195-0.121-0.121-0.173-0.173-0.117-0.117-0.368-0.368-0.083-0.083-0.363-0.363-0.408-0.408-0.465-0.465-0.366-0.3660.0290.0290.2600.2600.3260.3260.1780.1780.3420.342v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.342 · |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
0.1611
p-VALUE (log scale)
0.9226
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
1.7849
p-VALUE (log scale)
0.8785
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-1.2121
p-VALUE (log scale)
0.6672
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.1646
p-VALUE (log scale)
0.8693
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4672
p-VALUE (log scale)
0.0490
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.1473
p-VALUE (log scale)
0.8829
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.955 ≈ 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=2.92e-3 · top T=6.00h (22.2%) · top-3 cover 56.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)7.8e-35.8e-33.9e-31.9e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.68e-3 · 4.8% energyperiod 24.0 · power 1.68e-3 · 4.8% energyperiod 12.0 · power 3.19e-3 · 9.1% energyperiod 12.0 · power 3.19e-3 · 9.1% energyperiod 8.0 · power 1.40e-3 · 4.0% energyperiod 8.0 · power 1.40e-3 · 4.0% energyperiod 6.0 · power 7.79e-3 · 22.2% energyperiod 6.0 · power 7.79e-3 · 22.2% energyperiod 4.8 · power 9.62e-4 · 2.7% energyperiod 4.8 · power 9.62e-4 · 2.7% energyperiod 4.0 · power 5.77e-3 · 16.4% energyperiod 4.0 · power 5.77e-3 · 16.4% energyperiod 3.4 · power 1.15e-3 · 3.3% energyperiod 3.4 · power 1.15e-3 · 3.3% energyperiod 3.0 · power 1.17e-3 · 3.3% energyperiod 3.0 · power 1.17e-3 · 3.3% energyperiod 2.7 · power 6.19e-3 · 17.6% energyperiod 2.7 · power 6.19e-3 · 17.6% energyperiod 2.4 · power 8.87e-4 · 2.5% energyperiod 2.4 · power 8.87e-4 · 2.5% energyperiod 2.2 · power 4.19e-3 · 11.9% energyperiod 2.2 · power 4.19e-3 · 11.9% energyperiod 2.0 · power 7.04e-4 · 2.0% energyperiod 2.0 · power 7.04e-4 · 2.0% energy50% by T=4.0h#1 dominantT=6.00h#2T=2.67h#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 ≈ 6.00h (freq 0.167) · concentrates 22.2% of total energy · Σ|X̂|²/n = 3.508e-2

§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 2.2 d · σ/bar 5.495pp · expected |Δp| over horizon 39.95ppterminal variance p(1−p) = 0.2464 · n = 25⚠ low confidence · n < 100
μ per bar
-0.542pp
average Δp · drift
σ per bar
5.495pp
one-bar volatility · logit-free
Per-day movedaily
26.92pp
σ × √24
Per-horizon move2d
39.95pp
σ × √52.86587111111112
Terminal variancebinary
0.2464
p(1−p) at resolution
Current pricep
44.0¢
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 9.58pp · ES₉₅ 11.87pp · method parametric · drift-correcteddrift -0.542pp/bar · quantised: yes · median step 1.50pp · unique ratio 0.76⊘ disabled · n < 30
VaR 95%
9.58pp
1.645·σ (parametric) of Δp
ES 95%
11.87pp
mean of the tail
Max drawdown
43.9pp
peak 74.0¢ → trough 41.5¢
Median step
1.50pp
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
44.0%
= price
Decimal oddsEU
2.273
total return per $1
AmericanUS
+127
$100 wins $127
FractionalUK
1.27 / 1
profit per $1 risked
Profit per $100stake
+$127.27
clean dollar framing
-1000-5000+500+1000020406080100you · 44.0%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)
0.990 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.990 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.18 bit
self-information
Surprise · NO−log₂(1−p)
0.84 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
96419601816400670263601098728302627216487676498760820529177594492675259966399
NO token ID
110433801093489528709680693141640573910907510542520679255468674804393384377404
Snapshot fetched
2026-06-14 19:08:02 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:08:02 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
beafff7d17ce1f94c0690f82a90d20fe16f08a51fcc46ddc217d7d27a6b06529 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.5¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,768.5HL PERPETH-USD perpetual$1,661.65HL PERPHYPE-USD perpetual$60.36

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
0.440000
(best bid + best ask) / 2
Spread
1363.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.372
bid-heavy
Imbalance (top-5)
+0.035
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-17/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5307412062.30bp0.58000012FILLED
BUY$10.00K0.7213696394.75bp0.84000029FILLED
BUY$100.00K0.90781510632.15bp0.99000043PARTIAL
SELL$1.00K0.3604971806.88bp0.31000010FILLED
SELL$10.00K0.0451168974.63bp0.01000034PARTIAL
SELL$100.00K0.0451168974.63bp0.01000034PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.098196
Mean return (annualised)
—
μ per bar = -0.010786
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
43.92%
peak 0.74 → trough 0.41 over 9 bars

/api/asset/pm-us-announces-new-iran-agreementceasefire-extension-by-june-17/risk · same metrics, JSON