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

US announces new Iran agreement/ceasefire extension by June 30?

YES · live
78.5¢
NO · live
21.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-30-848-925-757-129-337-165 · fresh · feed 10s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
321.98%
max drawdown
8.19%
sharpe
—
ulcer index
3.70%
RMS drawdown
pain index
3.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.66%
cond. drawdown
gain/pain
0.97
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.97
upside/downside
roll spread
0.1 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-30-848-925-757-129-337-165/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9.6s⏱--:--:-- 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
78.5¢
NO · live
21.5¢
YES price · live 24h
n=25 · μ=0.8072 · σ=0.0217 · range [0.7700, 0.8450] · R²=0.017▼ FALLING -6.59%σ NORMAL 2.69%LAST 0.78000.84500.82620.80750.78880.7700μ = 0.8072max 0.8450min 0.7700dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 78.00¢
YES / NO split · live
YES 78.5%NO 21.5%YES78.5%78.50¢ · odds 1/1.27
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.751 / 1.00 bits (75%) · moderate uncertainty
YES
78.5%78.5¢1.27×▬ +0.00pp
NO
21.5%21.5¢4.65×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,550 · μ=189.6 · σ=133.5 · CV=0.70STEADY FLOWcumulative energy ↗ · 50% by h=120100200300400μ = 19040050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4550bp moved · peak 400bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9.6s
▲YES mid
78.50¢ (78.50%)
▼NO mid
21.50¢ (21.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$396.6k
≋liquidity $
$77.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8072 · σ=0.0217 · range [0.7700, 0.8450] · R²=0.017▼ FALLING -6.59%σ NORMAL 2.69%LAST 0.78000.84500.82620.80750.78880.7700μ = 0.8072max 0.8450min 0.7700dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 78.00¢
NO price · CLOB mid
n=25 · μ=0.1928 · σ=0.0217 · range [0.1550, 0.2300] · R²=0.017▲ RISING +33.33%σ HIGH 11.26%LAST 0.22000.23000.21120.19250.17380.1550μ = 0.1928max 0.2300min 0.1550dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 22.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0023 · σ=0.0224 · skew=0.24 (symmetric) · kurt=-0.96 (mesokurtic)543103-3.60ppbin -3.60pp · n=3 · 60.0% peakbin -3.60pp · n=3 · 60.0% peak1-2.80ppbin -2.80pp · n=1 · 20.0% peakbin -2.80pp · n=1 · 20.0% peak3-2.00ppbin -2.00pp · n=3 · 60.0% peakbin -2.00pp · n=3 · 60.0% peak5-1.20ppbin -1.20pp · n=5 · 100.0% peakbin -1.20pp · n=5 · 100.0% peak1-0.40ppbin -0.40pp · n=1 · 20.0% peakbin -0.40pp · n=1 · 20.0% peak30.40ppbin 0.40pp · n=3 · 60.0% peakbin 0.40pp · n=3 · 60.0% peak31.20ppbin 1.20pp · n=3 · 60.0% peakbin 1.20pp · n=3 · 60.0% peak12.00ppbin 2.00pp · n=1 · 20.0% peakbin 2.00pp · n=1 · 20.0% peak12.80ppbin 2.80pp · n=1 · 20.0% peakbin 2.80pp · n=1 · 20.0% peak33.60ppbin 3.60pp · n=3 · 60.0% peakbin 3.60pp · n=3 · 60.0% 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=0.31 · kurt=-0.74 · near 20 / mid 4 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY 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=25PLATYKURTIC · THIN TAILS (G₂=-1.28)
μ MEAN80.72¢95% CI: [79.87¢, 81.57¢]
σ STD DEV2.17ppσ² = 4.710 · CV = 2.69%
med MEDIAN80.50¢Q₁ 79.00¢ · Q₃ 82.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 7.50pp · IQR 3.50pp (1.349σ→2.93pp)
min 77.00¢Q₁ 79.00¢med 80.50¢Q₃ 82.50¢max 84.50¢μ
SKEWNESS · G₁0.144approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.277platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.10
σ × 1.349 ↔ IQRconsistent with normalratio = 0.84
range ↔ σconcentrated (range < 4σ)range / σ = 3.46
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) -0.31 + ADF rejected
ρ(1) AUTOCORR-0.307within white-noise band
ρ(2) AUTOCORR+0.161lag-2 not significant
H · HURST EXPONENT0.831strongly persistent
OLS TREND · t-STAT+0.637fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.831
H = 0.831STRONGLY 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=1-0.307k=2+0.161k=3-0.137k=4-0.232k=5+0.2700+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|=0.64)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.31 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.97very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.64)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 ID2354003
SLUGus-announces-new…-129-337-165
CATEGORYUS announces new…nsion by...?
TWO-SIDED PRICINGFAVOURS YES (79¢)
PRIMARY · YES78.50¢implied prob 78.50% · decimal odds 1.27×
COUNTER · NO21.50¢implied prob 21.50% · decimal odds 4.65×
78.50¢
21.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME396.61k USD 24h
LIQUIDITY77.84k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (79¢)|primary − counter| = 0.570 · entropy 0.751 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 78.5%NO 21.5%YES p̂78.5%H = 0.751 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.27×(79¢)NO4.65×(22¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.751 bits (75% of max) · moderate 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 · DISTANTresolves 2026-06-30 00:00 UTC
15days
12hrs
50min
15.53 days·θ = 10.632 pp/day
YES →$1.00(P = 78.5%)
NO →$0.00(P = 21.5%)
current: $0.7850 · expected return per side: $0.21 on YES hit · $0.79 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.8dRESOLVESP projection · σ=2.17% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 10.632 pp/day
now15.53d left
10.632 pp/day×1.00
−25%11.65d left
12.277 pp/day×1.15
−50%7.77d left
15.036 pp/day×1.41
−75%3.88d left
21.264 pp/day×2.00
−90%1.55d left
33.621 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 4.00% · worst -4.00% · typical |Δ| 1.90%BEARISH SESSION -5.50%BEST+4.00%5hWORST-4.00%6hTYPICAL |Δ|1.90%mean absoluteCUMULATIVE-5.50%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ -0.36% · Σ -2.50%EUROPE · 08-16 UTCμ -0.13% · Σ -1.00%US · 16-24 UTCμ -0.13% · Σ -1.00%CUMULATIVE Δ PATH · final -5.50%+1.00%-6.50%-3.00% · 1h-3.00% · 1h-3.00%1h-2.00% · 2h-2.00% · 2h-2.00%2h1.00% · 3h1.00% · 3h1.00%3h1.00% · 4h1.00% · 4h1.00%4h4.00% · 5h4.00% · 5h4.00%5h★ BEST-4.00% · 6h-4.00% · 6h-4.00%6h▼ WORST0.50% · 7h0.50% · 7h0.50%7h-2.00% · 8h-2.00% · 8h-2.00%8h-2.00% · 9h-2.00% · 9h-2.00%9h2.00% · 10h2.00% · 10h2.00%10h-1.00% · 11h-1.00% · 11h-1.00%11h3.50% · 12h3.50% · 12h3.50%12h-3.50% · 13h-3.50% · 13h-3.50%13h3.00% · 14h3.00% · 14h3.00%14h-1.00% · 15h-1.00% · 15h-1.00%15h0.00% · 16h0.00% · 16h·16h4.00% · 17h4.00% · 17h4.00%17h-1.00% · 18h-1.00% · 18h-1.00%18h-0.50% · 19h-0.50% · 19h-0.50%19h1.00% · 20h1.00% · 20h1.00%20h0.00% · 21h0.00% · 21h·21h-1.00% · 22h-1.00% · 22h-1.00%22h-3.50% · 23h-3.50% · 23h-3.50%23h-1.00% · 24h-1.00% · 24h-1.00%24hTIME PATTERNUS-led (+-1.00%)RUNSup max 3 · down max 3BREADTH38% up · 54% down · 8% flat
9 up bars · 13 down · best 4.00% · worst -4.00% · typical |Δ| 1.896%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.95%FINAL-5.95%MAX DD-7.34%RECOVERYONGOING · 19 barsMAX RUN-UP+0.85%UNDERWATER23/25 (92%)STREAK↘ 3EQUITY CURVE · end 0.9405 · peak 1.0085 · range [0.9345, 1.0085]1.00850.9345break-even = 1★ PEAK 1.0085UNDERWATER DRAWDOWN · max -7.34% · significant0%-7.34%▼ TROUGH -7.34%TOP DRAWDOWN PERIODS · 2 total#1 -7.34%bar 7-25 · 19 bars · ONGOING#2 -4.94%bar 2-5 · 4 bars · recoveredDD SEVERITYsignificant (max -7.34%)RECOVERYongoing · 19 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9405 (-5.95%) · max DD -7.34% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=-0.90 · σ=26.67MIXED EDGELAST -51.81 (-1.91σ vs μ)51.8125.900.00-25.90-51.81μ = -0.90-15.51-15.512.822.822.822.82-13.75-13.75-7.90-7.90-48.11-48.116.936.93-17.44-17.4410.7910.7916.9816.985.875.8731.3731.378.398.3932.1232.1220.4420.4430.3230.3220.4420.44-51.81-51.81-51.81-51.81v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -51.806 · range [-51.81, 32.12] · μ -0.897 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=227.9665 · σ=47.9911 · range [140.9113, 282.3402] · R²=0.560▼ FALLING -50.09%σ EXTREME 21.05%LAST 140.9113282.3402246.9830211.6258176.2685140.9113μ = 227.9665max 282.3402min 140.9113dataMA(3)OLS R²=0.56μ lineμ ± σ bandmaxmin
latest 140.91% · range [140.91%, 282.34%] · μ 227.97% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.370 · σ=0.293MEAN-REVERSIONLAST 0.255 (+2.13σ vs μ)0.8550.4280.000-0.428-0.855μ = -0.370-0.115-0.115-0.397-0.397-0.370-0.370-0.293-0.293-0.477-0.477-0.351-0.351-0.238-0.238-0.465-0.465-0.782-0.782-0.855-0.855-0.838-0.838-0.567-0.567-0.490-0.490-0.359-0.359-0.286-0.286-0.394-0.394-0.218-0.2180.2110.2110.2550.255v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.255 · |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
0.8302
p-VALUE (log scale)
0.6603
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
7.9265
p-VALUE (log scale)
0.1591
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
-3.0754
p-VALUE (log scale)
0.0293
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
1.5225
p-VALUE (log scale)
0.1279
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
0.1372
p-VALUE (log scale)
0.4665
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
-1.2666
p-VALUE (log scale)
0.2053
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.615 ≈ 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=5.28e-4 · top T=2.40h (41.6%) · top-3 cover 61.8%STRONG CYCLE @ T≈2.4cumulative energy ↗ (1 bin above 2× noise)2.6e-32.0e-31.3e-36.6e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.88e-4 · 6.1% energyperiod 24.0 · power 3.88e-4 · 6.1% energyperiod 12.0 · power 4.52e-4 · 7.1% energyperiod 12.0 · power 4.52e-4 · 7.1% energyperiod 8.0 · power 6.28e-4 · 9.9% energyperiod 8.0 · power 6.28e-4 · 9.9% energyperiod 6.0 · power 4.87e-4 · 7.7% energyperiod 6.0 · power 4.87e-4 · 7.7% energyperiod 4.8 · power 3.35e-6 · 0.1% energyperiod 4.8 · power 3.35e-6 · 0.1% energyperiod 4.0 · power 1.93e-4 · 3.0% energyperiod 4.0 · power 1.93e-4 · 3.0% energyperiod 3.4 · power 4.41e-4 · 7.0% energyperiod 3.4 · power 4.41e-4 · 7.0% energyperiod 3.0 · power 2.67e-4 · 4.2% energyperiod 3.0 · power 2.67e-4 · 4.2% energyperiod 2.7 · power 1.03e-4 · 1.6% energyperiod 2.7 · power 1.03e-4 · 1.6% energyperiod 2.4 · power 2.64e-3 · 41.6% energyperiod 2.4 · power 2.64e-3 · 41.6% energyperiod 2.2 · power 6.55e-4 · 10.3% energyperiod 2.2 · power 6.55e-4 · 10.3% energyperiod 2.0 · power 8.44e-5 · 1.3% energyperiod 2.0 · power 8.44e-5 · 1.3% energy50% by T=2.4h#1 dominantT=2.40h#2T=2.18h#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 41.6% of total energy · Σ|X̂|²/n = 6.342e-3

▸ Depth section using sovereign-store price series (2833 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 15.5 d · σ/bar 0.230pp · expected |Δp| over horizon 4.44ppterminal variance p(1−p) = 0.1688 · n = 2833✓ n = 2833
μ per bar
+0.001pp
average Δp · drift
σ per bar
0.230pp
one-bar volatility · logit-free
Per-day movedaily
1.13pp
σ × √24
Per-horizon move16d
4.44pp
σ × √372.8349847222222
Terminal variancebinary
0.1688
p(1−p) at resolution
Current pricep
78.5¢
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 0.38pp · ES₉₅ 0.47pp · method parametric · drift-correcteddrift +0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 2833
VaR 95%
0.38pp
1.645·σ (parametric) of Δp
ES 95%
0.47pp
mean of the tail
Max drawdown
8.2pp
peak 85.5¢ → trough 78.5¢
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
78.5%
= price
Decimal oddsEU
1.274
total return per $1
AmericanUS
-365
risk $365 to win $100
FractionalUK
0.27 / 1
profit per $1 risked
Profit per $100stake
+$27.39
clean dollar framing
-1000-5000+500+1000020406080100you · 78.5%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)
0.751 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.751 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.35 bit
self-information
Surprise · NO−log₂(1−p)
2.22 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
43034738100990888504256976288531884909924706582954838094278101637680237553662
NO token ID
61454986694108972239626343895349146842410357223422872816708998957933977050426
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
9.6s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:54 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
52e40350f68323a483f3511ba2fc5a8723a39015848de66bfcde569a21b9df52 · 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 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
0.780000
(best bid + best ask) / 2
Spread
256.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.684
bid-heavy
Imbalance (top-5)
-0.660
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-30-848-925-757-129-337-165/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.798691239.62bp0.8000002FILLED
BUY$10.00K0.801231272.19bp0.8100003FILLED
BUY$100.00K0.9206681803.43bp0.99000021PARTIAL
SELL$1.00K0.770000128.21bp0.7700001FILLED
SELL$10.00K0.725837694.40bp0.6900009FILLED
SELL$100.00K0.1221208434.35bp0.01000068PARTIAL

Risk metrics

▸ sovereign store · 2,833 barsperiods/year ≈ 1.75M
Realized vol (annualised)
374.16%
σ per bar = 0.002826
Mean return (annualised)
1194.11%
μ per bar = 0.000007
Sharpe (rf=0)
3.19
annualised; risk-free assumed zero
Max drawdown
8.19%
peak 0.85 → trough 0.79 over 665 bars

/api/asset/pm-us-announces-new-iran-agreementceasefire-extension-by-june-30-848-925-757-129-337-165/risk · same metrics, JSON