POLYMARKET · PREDICTION MARKET · US X IRAN DIPLOMATIC MEETING BY...?

US x Iran diplomatic meeting by July 31, 2026?

YES · live
91.0¢
NO · live
9.0¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
996.73%
max drawdown
12.57%
sharpe
—
ulcer index
5.70%
RMS drawdown
pain index
4.61%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
12.57%
cond. drawdown
gain/pain
0.82
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.82
upside/downside
roll spread
1.7 bps
implied (price-only)
bars used
460
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-us-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
91.0¢
NO · live
9.0¢
YES price · live 24h
n=25 · μ=0.7410 · σ=0.0861 · range [0.6450, 0.9500] · R²=0.188▲ RISING +28.17%σ HIGH 11.63%LAST 0.91000.95000.87380.79750.72120.6450μ = 0.7410max 0.9500min 0.6450dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 91.00¢
YES / NO split · live
YES 91.0%NO 9.0%YES91.0%91.00¢ · odds 1/1.10
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.436 / 1.00 bits (44%) · informative — one side favoured
YES
91.0%91.0¢1.10×▬ +0.00pp
NO
9.0%9.0¢11.11×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=6,300 · μ=262.5 · σ=591.7 · CV=2.25BURSTY · concentratedcumulative energy ↗ · 50% by h=2107251,4502,1752,900μ = 2622,90050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 6300bp moved · peak 2900bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
91.00¢ (91.00%)
▼NO mid
9.00¢ (9.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$34.1k
≋liquidity $
$67.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7410 · σ=0.0861 · range [0.6450, 0.9500] · R²=0.188▲ RISING +28.17%σ HIGH 11.63%LAST 0.91000.95000.87380.79750.72120.6450μ = 0.7410max 0.9500min 0.6450dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 91.00¢
NO price · CLOB mid
n=25 · μ=0.2592 · σ=0.0857 · range [0.0500, 0.3550] · R²=0.186▼ FALLING -67.24%σ EXTREME 33.08%LAST 0.09500.35500.27870.20250.12620.0500μ = 0.2592max 0.3550min 0.0500dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 9.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0132 · σ=0.0586 · skew=3.46 (right-skewed) · kurt=12.93 (leptokurtic (fat tails))13107301-5.67ppbin -5.67pp · n=1 · 7.7% peakbin -5.67pp · n=1 · 7.7% peak8-2.02ppbin -2.02pp · n=8 · 61.5% peakbin -2.02pp · n=8 · 61.5% peak131.63ppbin 1.63pp · n=13 · 100.0% peakbin 1.63pp · n=13 · 100.0% peak15.28ppbin 5.28pp · n=1 · 7.7% peakbin 5.28pp · n=1 · 7.7% peak8.92pp12.57pp16.22pp19.88pp23.52pp127.17ppbin 27.17pp · n=1 · 7.7% peakbin 27.17pp · n=1 · 7.7% 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=3.61 · kurt=13.76 · near 8 / mid 14 / far 2 · OLS slope=0.72 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.43σsample ↓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=25STRONGLY RIGHT-SKEWED (G₁=1.33)
μ MEAN74.10¢95% CI: [70.72¢, 77.48¢]
σ STD DEV8.61ppσ² = 74.208 · CV = 11.63%
med MEDIAN72.00¢Q₁ 71.00¢ · Q₃ 74.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 30.50pp · IQR 3.00pp (1.349σ→11.62pp)
min 64.50¢Q₁ 71.00¢med 72.00¢Q₃ 74.00¢max 95.00¢μ
SKEWNESS · G₁1.327right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.539mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.24
σ × 1.349 ↔ IQRdiverges from normalratio = 3.87
range ↔ σconcentrated (range < 4σ)range / σ = 3.54
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.099within white-noise band
ρ(2) AUTOCORR-0.081lag-2 not significant
H · HURST EXPONENT0.930strongly persistent
OLS TREND · t-STAT+2.309significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.930
H = 0.930STRONGLY 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=1-0.099k=2-0.081k=3-0.230k=4+0.046k=5+0.2080+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 @ 5% (|t|=2.31)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.96very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.31)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 ID2297891
SLUGus-x-iran-diplom…-645-725-579
CATEGORYUS x Iran diplomatic meeting by...?
TWO-SIDED PRICINGFAVOURS YES (91¢)
PRIMARY · YES91.00¢implied prob 91.00% · decimal odds 1.10×
COUNTER · NO9.00¢implied prob 9.00% · decimal odds 11.11×
91.00¢
9.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME34.06k USD 24h
LIQUIDITY67.70k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (91¢)|primary − counter| = 0.820 · entropy 0.436 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 91.0%NO 9.0%YES p̂91.0%H = 0.436 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.10×(91¢)NO11.11×(9¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.436 bits (44% of max) · informative — one side strongly favoured
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 29.00% · worst -7.50% · typical |Δ| 2.62%MILD BULLISH +20.00%BEST+29.00%21hWORST-7.50%18hTYPICAL |Δ|2.62%mean absoluteCUMULATIVE+20.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.43% · Σ +3.00%EUROPE · 08-16 UTCμ -1.12% · Σ -9.00%US · 16-24 UTCμ +3.19% · Σ +25.50%CUMULATIVE Δ PATH · final +20.00%+24.00%-6.50%0.50% · 1h0.50% · 1h0.50%1h0.00% · 2h0.00% · 2h·2h0.50% · 3h0.50% · 3h0.50%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h2.00% · 7h2.00% · 7h2.00%7h0.50% · 8h0.50% · 8h0.50%8h0.00% · 9h0.00% · 9h·9h-0.50% · 10h-0.50% · 10h-0.50%10h-1.00% · 11h-1.00% · 11h-1.00%11h-1.50% · 12h-1.50% · 12h-1.50%12h-3.00% · 13h-3.00% · 13h-3.00%13h-1.50% · 14h-1.50% · 14h-1.50%14h-2.00% · 15h-2.00% · 15h-2.00%15h6.00% · 16h6.00% · 16h6.00%16h1.00% · 17h1.00% · 17h1.00%17h-7.50% · 18h-7.50% · 18h-7.50%18h▼ WORST1.50% · 19h1.50% · 19h1.50%19h0.00% · 20h0.00% · 20h·20h29.00% · 21h29.00% · 21h29.00%21h★ BEST-2.50% · 22h-2.50% · 22h-2.50%22h-2.00% · 23h-2.00% · 23h-2.00%23h0.50% · 24h0.50% · 24h0.50%24hTIME PATTERNUS-led (+25.50%)RUNSup max 2 · down max 6BREADTH38% up · 38% down · 25% flat
9 up bars · 9 down · best 29.00% · worst -7.50% · typical |Δ| 2.625%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +17.12%FINAL+17.12%MAX DD-10.03%RECOVERYONGOING · 11 barsMAX RUN-UP+21.97%UNDERWATER14/25 (56%)STREAK↗ 1EQUITY CURVE · end 1.1712 · peak 1.2197 · range [0.9315, 1.2197]1.21970.9315break-even = 1★ PEAK 1.2197UNDERWATER DRAWDOWN · max -10.03% · significant0%-10.03%▼ TROUGH -10.03%TOP DRAWDOWN PERIODS · 2 total#1 -10.03%bar 11-21 · 11 bars · recovered#2 -4.45%bar 23-25 · 3 bars · ONGOINGDD SEVERITYsignificant (max -10.03%)RECOVERYongoing · 15 barsTIME UNDER WATER56% of session · 14/25 bars
final equity 1.1712 (17.12%) · max DD -10.03% · time-under-water 14/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=-1.45 · σ=60.22MIXED EDGELAST 34.06 (+0.59σ vs μ)172.0886.040.00-86.04-172.08μ = -1.4560.4260.4248.6848.6860.4260.4248.6848.6835.6335.6315.1015.10-6.28-6.28-69.10-69.10-112.84-112.84-172.08-172.08-14.37-14.37-4.73-4.73-24.38-24.38-8.69-8.69-3.50-3.5037.3137.3126.0426.0422.1022.1034.0634.06v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 34.055 · range [-172.08, 60.42] · μ -1.449 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=391.7334 · σ=440.3900 · range [24.1661, 1222.2704] · R²=0.733▲ RISING +4601.20%σ EXTREME 112.42%LAST 1136.09551222.2704922.7443623.2183323.692224.1661μ = 391.7334max 1222.2704min 24.1661dataMA(3)OLS R²=0.73μ lineμ ± σ bandmaxmin
latest 1136.10% · range [24.17%, 1222.27%] · μ 391.73% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.016 · σ=0.223CLOSE TO MARTINGALELAST -0.266 (-1.12σ vs μ)0.3770.1890.000-0.189-0.377μ = -0.016-0.333-0.333-0.119-0.119-0.083-0.083-0.067-0.0670.0140.0140.2140.2140.3770.3770.3770.3770.3600.3600.1100.110-0.052-0.0520.1080.108-0.033-0.033-0.228-0.228-0.248-0.248-0.016-0.016-0.225-0.225-0.205-0.205-0.266-0.266v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.266 · |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

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
363.3703
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
3.5060
p-VALUE (log scale)
0.6249
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
-1.3685
p-VALUE (log scale)
0.5960
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
-1.4577
p-VALUE (log scale)
0.1449
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2899
p-VALUE (log scale)
0.1997
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
-0.3740
p-VALUE (log scale)
0.7084
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.886 ≈ 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=4.16e-3 · top T=4.80h (16.2%) · top-3 cover 40.4%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)8.1e-36.1e-34.0e-32.0e-30.0e+0μ noise floorperiod 24.0 · power 2.90e-3 · 5.8% energyperiod 24.0 · power 2.90e-3 · 5.8% energyperiod 12.0 · power 2.94e-3 · 5.9% energyperiod 12.0 · power 2.94e-3 · 5.9% energyperiod 8.0 · power 2.04e-3 · 4.1% energyperiod 8.0 · power 2.04e-3 · 4.1% energyperiod 6.0 · power 5.86e-3 · 11.7% energyperiod 6.0 · power 5.86e-3 · 11.7% energyperiod 4.8 · power 8.07e-3 · 16.2% energyperiod 4.8 · power 8.07e-3 · 16.2% energyperiod 4.0 · power 4.66e-3 · 9.3% energyperiod 4.0 · power 4.66e-3 · 9.3% energyperiod 3.4 · power 2.40e-3 · 4.8% energyperiod 3.4 · power 2.40e-3 · 4.8% energyperiod 3.0 · power 1.58e-3 · 3.2% energyperiod 3.0 · power 1.58e-3 · 3.2% energyperiod 2.7 · power 3.78e-3 · 7.6% energyperiod 2.7 · power 3.78e-3 · 7.6% energyperiod 2.4 · power 6.27e-3 · 12.5% energyperiod 2.4 · power 6.27e-3 · 12.5% energyperiod 2.2 · power 4.93e-3 · 9.9% energyperiod 2.2 · power 4.93e-3 · 9.9% energyperiod 2.0 · power 4.54e-3 · 9.1% energyperiod 2.0 · power 4.54e-3 · 9.1% energy50% by T=4.0h#1 dominantT=4.80h#2T=2.40h#3T=6.00hT=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 ≈ 4.80h (freq 0.208) · concentrates 16.2% of total energy · Σ|X̂|²/n = 4.996e-2

▸ Depth section using sovereign-store price series (460 bars · effective 1753103 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 0.753pp · expected |Δp| over horizon 1.84ppterminal variance p(1−p) = 0.0819 · n = 460✓ n = 460
μ per bar
-0.008pp
average Δp · drift
σ per bar
0.753pp
one-bar volatility · logit-free
Per-day movedaily
3.69pp
σ × √24
Per-horizon move0d
1.84pp
σ × √6
Terminal variancebinary
0.0819
p(1−p) at resolution
Current pricep
91.0¢
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 1.25pp · ES₉₅ 1.56pp · method parametric · drift-correcteddrift -0.008pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 460
VaR 95%
1.25pp
1.645·σ (parametric) of Δp
ES 95%
1.56pp
mean of the tail
Max drawdown
12.6pp
peak 95.5¢ → trough 83.5¢
Median step
1.00pp
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
91.0%
= price
Decimal oddsEU
1.099
total return per $1
AmericanUS
-1011
risk $1011 to win $100
FractionalUK
0.10 / 1
profit per $1 risked
Profit per $100stake
+$9.89
clean dollar framing
-1000-5000+500+1000020406080100you · 91.0%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)
0.436 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.436 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.14 bit
self-information
Surprise · NO−log₂(1−p)
3.47 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
103212594408357133165013897534563818714213088834489589428042286883914016048001
NO token ID
61852408716015382159574975902160933223081026345949662409584953506382034985060
Snapshot fetched
2026-06-15 00:41:05 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-15 00:41:05 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
a57a6f6186d4da6bc299d65268f59e4719d714b996c19ea9d1301c21917c6fb3 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDDraw100.0¢HL PREDSpain91.6¢HL PREDUruguay65.8¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?85¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,497.5HL PERPETH-USD perpetual$1,720.45HL PERPHYPE-USD perpetual$63.95

Also see: /arb opportunities · RSS feed · more in US x Iran diplomatic meeting 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
0.905000
(best bid + best ask) / 2
Spread
331.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.954
bid-heavy
Imbalance (top-5)
-0.900
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-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.939042376.16bp0.9400003FILLED
BUY$10.00K0.944569437.23bp0.9600005FILLED
BUY$100.00K0.965126664.37bp0.9900008PARTIAL
SELL$1.00K0.823835896.85bp0.68000010FILLED
SELL$10.00K0.5166674290.97bp0.46000027FILLED
SELL$100.00K0.0473009477.35bp0.01000067PARTIAL

Risk metrics

▸ sovereign store · 460 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1118.90%
σ per bar = 0.008451
Mean return (annualised)
-14414.52%
μ per bar = -0.000082
Sharpe (rf=0)
-12.88
annualised; risk-free assumed zero
Max drawdown
12.57%
peak 0.95 → trough 0.83 over 31 bars

/api/asset/pm-us-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579/risk · same metrics, JSON