POLYMARKET · PREDICTION MARKET · US OBTAINS IRANIAN ENRICHED URANIUM BY...?
US obtains Iranian enriched uranium by June 30?
2.1¢
97.9¢
▸ Advanced metrics · M2M bundle
polymarket · us-obtains-iranian-enriched-uranium-by-june-30 · fresh · feed 0s old24h sparkline · 60 pts▼ -10.64%
realized vol (ann.)
11.37%
max drawdown
9.09%
sharpe
—
ulcer index
3.36%
RMS drawdown
pain index
2.17%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.22%
cond. drawdown
gain/pain
1.56
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.56
upside/downside
roll spread
1.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-10.64%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -10.64%
Same bundle via M2M API:
/api/m2m/pm-us-obtains-iranian-enriched-uranium-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
2.1¢
NO · live
97.9¢
25 ticks · last 2.05¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.147 / 1.00 bits (15%) · informative — one side favoured
YES2.1%2.1¢47.62×▬ +0.00pp
NO97.9%97.9¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 130bp moved · peak 25bp · n=24 ticks
17ms
2.10¢ (2.10%)
97.90¢ (97.90%)
100.00%
0.000pp
$64.8k
$130.9k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 2.05¢
25 NO observations from clob.polymarket.com · last 97.95¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.61)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.614left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.191platykurtic · thin tails
−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: TRENDING · variance ratio > 1
HURST EXPONENT [0, 1]
H = 0.778STRONGLY 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
2.10¢
97.90¢
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
YES47.62×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.147 bits (15% of max) · informative — one side strongly favoured
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
07hrs
50min
YES →$1.00
NO →$0.00
current: $0.0210 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.758 pp/day
now15.33d left0.758 pp/day×1.00
−25%11.50d left0.875 pp/day×1.15
−50%7.66d left1.072 pp/day×1.41
−75%3.83d left1.516 pp/day×2.00
−90%1.53d left2.397 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
6 up bars · 10 down · best 0.25% · worst -0.15% · typical |Δ| 0.054%
§10 · Equity curve & underwater drawdown
final equity 0.9980 (-0.20%) · max DD -0.50% · time-under-water 24/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest -30.857 · range [-120.83, 79.74] · μ -19.025 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 7.10% · range [2.56%, 11.37%] · μ 6.98% · σ̂ scaled to annualised (×√8760)
latest -0.283 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
20.1548
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
6.3188
p-VALUE (log scale)
0.2757
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.5983
p-VALUE (log scale)
0.4865
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-1.9415
p-VALUE (log scale)
0.0522
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.1633
p-VALUE (log scale)
0.4208
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
1.7101
p-VALUE (log scale)
0.0873
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 ≈ 24.00h (freq 0.042) · concentrates 21.9% of total energy · Σ|X̂|²/n = 7.417e-6
▸ Depth section using sovereign-store price series (3826 bars · effective 1752908 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 15.3 d · σ/bar 0.008pp · expected |Δp| over horizon 0.16ppterminal variance p(1−p) = 0.0206 · n = 3826✓ n = 3826
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.008pp
one-bar volatility · logit-free
Per-day movedaily
0.04pp
σ × √24
Per-horizon move15d
0.16pp
σ × √367.84644194444445
Terminal variancebinary
0.0206
p(1−p) at resolution
Current pricep
2.1¢
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 0.01pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 3826
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
25.5pp
peak 2.4¢ → trough 1.8¢
Median step
0.05pp
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
2.1%
= price
Decimal oddsEU
47.619
total return per $1
AmericanUS
+4662
$100 wins $4662
FractionalUK
46.62 / 1
profit per $1 risked
Profit per $100stake
+$4661.90
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)
0.147 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.147 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.57 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
107010784463622992347585756781888741119874289659386929971064211775896839258138- NO token ID
74383005746117841900553443989581268615957888455524049940092822086091148821262- Snapshot fetched
- 2026-06-14 16:09:12 UTC
- Snapshot age
- 17ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 16:09:12 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
d141ce55c960dab5fc249669a8d1fbaf9fd01754311af0e0e634b7aa644cc8c9· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in US obtains Iranian enriched uranium by...?
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
0.020500
(best bid + best ask) / 2
Spread
2439.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.790
bid-heavy
Imbalance (top-5)
+0.153
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-obtains-iranian-enriched-uranium-by-june-30/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.028772 | 4035.11bp | 0.034000 | 8 | FILLED |
| BUY | $10.00K | 0.108060 | 42712.09bp | 0.510000 | 76 | FILLED |
| BUY | $100.00K | 0.487047 | 227583.91bp | 0.900000 | 112 | FILLED |
| SELL | $1.00K | 0.012315 | 3992.80bp | 0.010000 | 9 | FILLED |
| SELL | $10.00K | 0.001591 | 9224.10bp | 0.001000 | 18 | FILLED |
| SELL | $100.00K | 0.001336 | 9348.49bp | 0.001000 | 18 | PARTIAL |
Risk metrics
▸ sovereign store · 3,826 barsperiods/year ≈ 1.75MRealized vol (annualised)
531.70%
σ per bar = 0.004016
Mean return (annualised)
-5154.60%
μ per bar = -0.000029
Sharpe (rf=0)
-9.69
annualised; risk-free assumed zero
Max drawdown
25.53%
peak 0.02 → trough 0.02 over 1194 bars
/api/asset/pm-us-obtains-iranian-enriched-uranium-by-june-30/risk · same metrics, JSON