POLYMARKET · PREDICTION MARKET · US-IRAN NUCLEAR DEAL BY JUNE 30?
US-Iran nuclear deal by June 30?
62.5¢
37.5¢
▸ Advanced metrics · M2M bundle
polymarket · us-iran-nuclear-deal-by-june-30 · fresh · feed 10s old24h sparkline · 60 pts▼ —
realized vol (ann.)
292.37%
max drawdown
8.76%
sharpe
—
ulcer index
3.41%
RMS drawdown
pain index
2.92%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.57%
cond. drawdown
gain/pain
0.85
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.85
upside/downside
roll spread
0.5 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-iran-nuclear-deal-by-june-30/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
62.5¢
NO · live
37.5¢
25 ticks · last 62.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.954 / 1.00 bits (95%) · max uncertainty (~50/50)
YES62.5%62.5¢1.60×▬ +0.00pp
NO37.5%37.5¢2.67×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 4800bp moved · peak 650bp · n=24 ticks
9.8s
62.50¢ (62.50%)
37.50¢ (37.50%)
100.00%
0.000pp
$664.9k
$112.2k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 62.50¢
25 NO observations from clob.polymarket.com · last 37.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25STRONGLY LEFT-SKEWED (G₁=-1.07)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-1.068left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.663mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MARTINGALE · UNPREDICTABLE
HURST EXPONENT [0, 1]
H = 0.869STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
62.50¢
37.50¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES1.60×(63¢)NO2.67×(38¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.954 bits (95% of max) · maximum uncertainty (~50/50)
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
⏱ URGENCY · DISTANTresolves 2026-06-30 00:00 UTC
15days
12hrs
52min
YES →$1.00
NO →$0.00
current: $0.6250 · expected return per side: $0.38 on YES hit · $0.63 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 20.738 pp/day
now15.54d left20.738 pp/day×1.00
−25%11.65d left23.946 pp/day×1.15
−50%7.77d left29.328 pp/day×1.41
−75%3.88d left41.476 pp/day×2.00
−90%1.55d left65.579 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
9 up bars · 10 down · best 6.50% · worst -6.00% · typical |Δ| 2.000%
§10 · Equity curve & underwater drawdown
final equity 1.0732 (7.32%) · max DD -7.82% · time-under-water 19/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest -13.184 · range [-30.21, 91.96] · μ 14.294 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 332.23% · range [92.42%, 365.40%] · μ 220.39% · σ̂ scaled to annualised (×√8760)
latest -0.575 · |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)
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
Jarque-Bera
FAIL TO REJECTnsH₀: Δp ~ Normal(μ, σ²)
STATISTIC
0.4885
p-VALUE (log scale)
0.7833
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
3.0074
p-VALUE (log scale)
0.7014
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-2.3882
p-VALUE (log scale)
0.1535
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.6978
p-VALUE (log scale)
0.4853
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.3754
p-VALUE (log scale)
0.0878
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.3898
p-VALUE (log scale)
0.6967
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)
dominant period ≈ 3.00h (freq 0.333) · concentrates 19.1% of total energy · Σ|X̂|²/n = 9.410e-3
▸ Depth section using sovereign-store price series (2824 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
Horizon 15.5 d · σ/bar 0.209pp · expected |Δp| over horizon 4.03ppterminal variance p(1−p) = 0.2344 · n = 2824✓ n = 2824
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.209pp
one-bar volatility · logit-free
Per-day movedaily
1.02pp
σ × √24
Per-horizon move16d
4.03pp
σ × √372.87995027777777
Terminal variancebinary
0.2344
p(1−p) at resolution
Current pricep
62.5¢
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
VaR₉₅ 0.34pp · ES₉₅ 0.43pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 2824
VaR 95%
0.34pp
1.645·σ (parametric) of Δp
ES 95%
0.43pp
mean of the tail
Max drawdown
8.8pp
peak 68.5¢ → trough 62.5¢
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
Implied probabilityP
62.5%
= price
Decimal oddsEU
1.600
total return per $1
AmericanUS
-167
risk $167 to win $100
FractionalUK
0.60 / 1
profit per $1 risked
Profit per $100stake
+$60.00
clean dollar framing
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
Market entropyH(p)
0.954 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.954 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.68 bit
self-information
Surprise · NO−log₂(1−p)
1.42 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
68283792174293775430535402015214113701251372409839518501034763677920213819299- NO token ID
10690391194840875541563517589463912963575786539307433160985752952931887140267- Snapshot fetched
- 2026-06-14 11:07:02 UTC
- Snapshot age
- 9.8s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 11:07:12 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
41d1a33e18049076e61e6b21480b659e48ed60a05a4c6d141af0dbcd690ff99a· 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$64,464HL PERPETH-USD perpetual$1,672.8HL PERPHYPE-USD perpetual$60.84
Also see: /arb opportunities · RSS feed · more in US-Iran nuclear deal by June 30?
Market depth
▸ live order book · Polymarket YESDepth 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
0.625000
(best bid + best ask) / 2
Spread
160.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.683
bid-heavy
Imbalance (top-5)
+0.481
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-iran-nuclear-deal-by-june-30/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.637388 | 198.21bp | 0.640000 | 2 | FILLED |
| BUY | $10.00K | 0.653332 | 453.31bp | 0.670000 | 5 | FILLED |
| BUY | $100.00K | 0.823827 | 3181.23bp | 0.920000 | 30 | FILLED |
| SELL | $1.00K | 0.616311 | 139.03bp | 0.610000 | 2 | FILLED |
| SELL | $10.00K | 0.608726 | 260.38bp | 0.600000 | 3 | FILLED |
| SELL | $100.00K | 0.056162 | 9101.40bp | 0.010000 | 62 | PARTIAL |
Risk metrics
▸ sovereign store · 2,824 barsperiods/year ≈ 1.75MRealized vol (annualised)
429.13%
σ per bar = 0.003241
Mean return (annualised)
-985.58%
μ per bar = -0.000006
Sharpe (rf=0)
-2.30
annualised; risk-free assumed zero
Max drawdown
8.76%
peak 0.69 → trough 0.63 over 150 bars
/api/asset/pm-us-iran-nuclear-deal-by-june-30/risk · same metrics, JSON