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

US x Iran diplomatic meeting by June 30, 2026?

YES · live
72.8¢
NO · live
27.2¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-june-30-2026-983-259-948-431-294-182-296-883-134-598-264 · fresh · feed 1s old
24h sparkline · 60 pts
realized vol (ann.)
309.84%
max drawdown
11.51%
sharpe
ulcer index
6.51%
RMS drawdown
pain index
5.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
10.84%
cond. drawdown
gain/pain
0.87
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.87
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
1026
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-us-x-iran-diplomatic-meeting-by-june-30-2026-983-259-948-431-294-182-296-883-134-598-264/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH1.4s--:--:-- 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
72.8¢
NO · live
27.2¢
YES price · live 24h
n=25 · μ=0.6947 · σ=0.0649 · range [0.5920, 0.7725] · R²=0.316 RISING +9.97%σ HIGH 9.34%LAST 0.72800.77250.72740.68230.63710.5920μ = 0.6947max 0.7725min 0.5920dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 72.80¢
YES / NO split · live
YES 72.8%NO 27.2%YES72.8%72.80¢ · odds 1/1.37
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.844 / 1.00 bits (84%) · high uncertainty
YES
72.8%72.8¢1.37× +0.00pp
NO
27.2%27.2¢3.68× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=6,900 · μ=287.5 · σ=369.5 · CV=1.29BURSTY · concentratedcumulative energy ↗ · 50% by h=1004238451,2681,690μ = 2871,69050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 6900bp moved · peak 1690bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
1.4s
YES mid
72.80¢ (72.80%)
NO mid
27.20¢ (27.20%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$398.2k
liquidity $
$66.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6947 · σ=0.0649 · range [0.5920, 0.7725] · R²=0.316 RISING +9.97%σ HIGH 9.34%LAST 0.72800.77250.72740.68230.63710.5920μ = 0.6947max 0.7725min 0.5920dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 72.80¢
NO price · CLOB mid
n=25 · μ=0.3052 · σ=0.0648 · range [0.2275, 0.4065] · R²=0.318 FALLING -19.41%σ EXTREME 21.21%LAST 0.27200.40650.36170.31700.27220.2275μ = 0.3052max 0.4065min 0.2275dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 27.20¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0431 · skew=1.65 (right-skewed) · kurt=4.92 (leptokurtic (fat tails))1085301-8.61ppbin -8.61pp · n=1 · 10.0% peakbin -8.61pp · n=1 · 10.0% peak-5.92pp6-3.24ppbin -3.24pp · n=6 · 60.0% peakbin -3.24pp · n=6 · 60.0% peak10-0.55ppbin -0.55pp · n=10 · 100.0% peakbin -0.55pp · n=10 · 100.0% peak42.13ppbin 2.13pp · n=4 · 40.0% peakbin 2.13pp · n=4 · 40.0% peak24.82ppbin 4.82pp · n=2 · 20.0% peakbin 4.82pp · n=2 · 20.0% peak7.50pp10.19pp12.87pp115.56ppbin 15.56pp · n=1 · 10.0% peakbin 15.56pp · n=1 · 10.0% 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=1.57 · kurt=5.22 · near 11 / mid 12 / far 1 · OLS slope=0.91 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+1.57σsample ↓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=-1.56)
μ MEAN69.47¢95% CI: [66.93¢, 72.02¢]
σ STD DEV6.49ppσ² = 42.106 · CV = 9.34%
med MEDIAN71.85¢Q₁ 61.90¢ · Q₃ 74.55¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 59.20¢Q₁ 61.90¢med 71.85¢Q₃ 74.55¢max 77.25¢μ
SKEWNESS · G₁-0.385approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.563platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.37
σ × 1.349 ↔ IQRdiverges from normalratio = 0.69
range ↔ σconcentrated (range < 4σ)range / σ = 2.78
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) -0.30 + ADF rejected
ρ(1) AUTOCORR-0.297within white-noise band
ρ(2) AUTOCORR+0.164lag-2 not significant
H · HURST EXPONENT0.954strongly persistent
OLS TREND · t-STAT+3.263significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.954STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.297k=2+0.164k=3-0.052k=4-0.146k=5+0.1460+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.30 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.26)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 ID2109450
SLUGus-x-iran-diplom…-134-598-264
CATEGORYUS x Iran diplomatic meeting by...?
TWO-SIDED PRICING
PRIMARY · YES72.80¢implied prob 72.80% · decimal odds 1.37×
COUNTER · NO27.20¢implied prob 27.20% · decimal odds 3.68×
72.80¢
27.20¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME398.22k USD 24h
LIQUIDITY66.65k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (73¢)|primary − counter| = 0.456 · entropy 0.844 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 72.8%NO 27.2%YES72.8%H = 0.844 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.37×(73¢)NO3.68×(27¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.844 bits (84% of max) · high 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 16.90% · worst -9.95% · typical |Δ| 2.87%MILD BULLISH +6.60%BEST+16.90%10hWORST-9.95%2hTYPICAL |Δ|2.87%mean absoluteCUMULATIVE+6.60%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.96% · Σ -6.70%EUROPE · 08-16 UTCμ +2.22% · Σ +17.75%US · 16-24 UTCμ -0.56% · Σ -4.45%CUMULATIVE Δ PATH · final +6.60%+11.05%-7.00%5.65% · 1h5.65% · 1h5.65%1h-9.95% · 2h-9.95% · 2h-9.95%2h▼ WORST2.35% · 3h2.35% · 3h2.35%3h-2.95% · 4h-2.95% · 4h-2.95%4h-0.10% · 5h-0.10% · 5h-0.10%5h0.10% · 6h0.10% · 6h0.10%6h-1.80% · 7h-1.80% · 7h-1.80%7h0.50% · 8h0.50% · 8h0.50%8h-0.80% · 9h-0.80% · 9h-0.80%9h16.90% · 10h16.90% · 10h16.90%10h★ BEST-1.65% · 11h-1.65% · 11h-1.65%11h2.25% · 12h2.25% · 12h2.25%12h0.35% · 13h0.35% · 13h0.35%13h-2.50% · 14h-2.50% · 14h-2.50%14h2.70% · 15h2.70% · 15h2.70%15h-2.05% · 16h-2.05% · 16h-2.05%16h-0.90% · 17h-0.90% · 17h-0.90%17h1.55% · 18h1.55% · 18h1.55%18h-1.95% · 19h-1.95% · 19h-1.95%19h-2.25% · 20h-2.25% · 20h-2.25%20h-1.50% · 21h-1.50% · 21h-1.50%21h-2.80% · 22h-2.80% · 22h-2.80%22h5.45% · 23h5.45% · 23h5.45%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+17.75%)RUNSup max 2 · down max 4BREADTH42% up · 54% down · 4% flat
10 up bars · 13 down · best 16.90% · worst -9.95% · typical |Δ| 2.875%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +4.24%FINAL+4.24%MAX DD-12.43%RECOVERYONGOING · 8 barsMAX RUN-UP+9.29%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0424 · peak 1.0929 · range [0.9252, 1.0929]1.09290.9252break-even = 1★ PEAK 1.0929UNDERWATER DRAWDOWN · max -12.43% · significant0%-12.43%▼ TROUGH -12.43%TOP DRAWDOWN PERIODS · 4 total#1 -12.43%bar 3-10 · 8 bars · recovered#2 -9.55%bar 17-25 · 9 bars · ONGOING#3 -2.50%bar 15-15 · 1 bars · recoveredDD SEVERITYsignificant (max -12.43%)RECOVERYongoing · 23 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0424 (4.24%) · max DD -12.43% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-8.91 · σ=37.55UNPROFITABLE STRATEGYLAST -15.50 (-0.18σ vs μ)79.3839.690.00-39.69-79.38μ = -8.91-14.39-14.39-45.14-45.14-16.01-16.01-60.06-60.0632.4432.4428.4928.4933.4433.4439.2639.2631.1731.1739.6039.60-6.21-6.21-1.07-1.07-6.48-6.48-22.86-22.86-21.48-21.48-77.82-77.82-79.38-79.38-7.35-7.35-15.50-15.50v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -15.500 · range [-79.38, 39.60] · μ -8.913 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=372.5235 · σ=225.7769 · range [122.7634, 681.5400] · R²=0.188 FALLING -42.23%σ EXTREME 60.61%LAST 287.2832681.5400541.8459402.1517262.4575122.7634μ = 372.5235max 681.5400min 122.7634dataMA(3)OLS R²=0.19μ lineμ ± σ bandmaxmin
latest 287.28% · range [122.76%, 681.54%] · μ 372.52% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.340 · σ=0.218MEAN-REVERSIONLAST -0.087 (+1.16σ vs μ)0.6770.3390.000-0.339-0.677μ = -0.340-0.677-0.677-0.392-0.392-0.545-0.545-0.348-0.348-0.064-0.064-0.306-0.306-0.354-0.354-0.420-0.420-0.356-0.356-0.169-0.169-0.615-0.615-0.445-0.445-0.626-0.626-0.625-0.625-0.251-0.251-0.041-0.0410.0340.034-0.168-0.168-0.087-0.087v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.087 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
57.5315
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
4.5944
p-VALUE (log scale)
0.4686
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
-1.7937
p-VALUE (log scale)
0.3935
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.0407
p-VALUE (log scale)
0.0413
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (17 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4578
p-VALUE (log scale)
0.0523
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
-0.9004
p-VALUE (log scale)
0.3679
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.726 ≈ 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=2.14e-3 · top T=2.18h (25.2%) · top-3 cover 56.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)6.5e-34.8e-33.2e-31.6e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.29e-3 · 5.0% energyperiod 24.0 · power 1.29e-3 · 5.0% energyperiod 12.0 · power 2.33e-3 · 9.1% energyperiod 12.0 · power 2.33e-3 · 9.1% energyperiod 8.0 · power 1.06e-3 · 4.1% energyperiod 8.0 · power 1.06e-3 · 4.1% energyperiod 6.0 · power 1.94e-3 · 7.5% energyperiod 6.0 · power 1.94e-3 · 7.5% energyperiod 4.8 · power 2.41e-3 · 9.4% energyperiod 4.8 · power 2.41e-3 · 9.4% energyperiod 4.0 · power 2.78e-4 · 1.1% energyperiod 4.0 · power 2.78e-4 · 1.1% energyperiod 3.4 · power 1.02e-3 · 4.0% energyperiod 3.4 · power 1.02e-3 · 4.0% energyperiod 3.0 · power 1.80e-3 · 7.0% energyperiod 3.0 · power 1.80e-3 · 7.0% energyperiod 2.7 · power 1.23e-3 · 4.8% energyperiod 2.7 · power 1.23e-3 · 4.8% energyperiod 2.4 · power 5.54e-3 · 21.6% energyperiod 2.4 · power 5.54e-3 · 21.6% energyperiod 2.2 · power 6.46e-3 · 25.2% energyperiod 2.2 · power 6.46e-3 · 25.2% energyperiod 2.0 · power 3.37e-4 · 1.3% energyperiod 2.0 · power 3.37e-4 · 1.3% energy50% by T=2.7h#1 dominantT=2.18h#2T=2.40h#3T=4.80hT=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 ≈ 2.18h (freq 0.458) · concentrates 25.2% of total energy · Σ|X̂|²/n = 2.570e-2

▸ Depth section using sovereign-store price series (5000 bars · effective 1752616 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 0.302pp · expected |Δp| over horizon 0.74ppterminal variance p(1−p) = 0.1980 · n = 5000n = 5000
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.302pp
one-bar volatility · logit-free
Per-day movedaily
1.48pp
σ × √24
Per-horizon move0d
0.74pp
σ × √6
Terminal variancebinary
0.1980
p(1−p) at resolution
Current pricep
72.8¢
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 0.50pp · ES₉₅ 0.63pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.04n = 5000
VaR 95%
0.50pp
1.645·σ (parametric) of Δp
ES 95%
0.63pp
mean of the tail
Max drawdown
29.0pp
peak 94.8¢ → trough 67.3¢
Median step
0.10pp
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
72.8%
= price
Decimal oddsEU
1.374
total return per $1
AmericanUS
-268
risk $268 to win $100
FractionalUK
0.37 / 1
profit per $1 risked
Profit per $100stake
+$37.36
clean dollar framing
-1000-5000+500+1000020406080100you · 72.8%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)
0.844 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.844 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.46 bit
self-information
Surprise · NO−log₂(1−p)
1.88 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
42651487770072584399780567111092653963782174358340706174105521278109948131465
NO token ID
101705080993661663057134815759356790403965566370163771135521763312013830750702
Snapshot fetched
2026-06-20 12:02:32 UTC
Snapshot age
1.4s
History points
25 CLOB mids
Page rendered
2026-06-20 12:02:34 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b954059663683956c86b1199243c7ed7cc9dc3a60c65c3acfa90c274154c5bed · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.720000
(best bid + best ask) / 2
Spread
250.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.332
bid-heavy
Imbalance (top-5)
-0.297
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-june-30-2026-983-259-948-431-294-182-296-883-134-598-264/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.739011264.04bp0.76500010FILLED
BUY$10.00K0.7987301093.48bp0.88000033FILLED
BUY$100.00K0.9107082648.73bp0.95000053FILLED
SELL$1.00K0.687868446.28bp0.67700010FILLED
SELL$10.00K0.651079957.23bp0.60100030FILLED
SELL$100.00K0.0750888957.11bp0.001000134PARTIAL

Risk metrics

sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
477.32%
σ per bar = 0.003606
Mean return (annualised)
-9202.02%
μ per bar = -0.000053
Sharpe (rf=0)
-19.28
annualised; risk-free assumed zero
Max drawdown
29.01%
peak 0.95 → trough 0.67 over 4763 bars

/api/asset/pm-us-x-iran-diplomatic-meeting-by-june-30-2026-983-259-948-431-294-182-296-883-134-598-264/risk · same metrics, JSON