POLYMARKET · PREDICTION MARKET · US X IRAN PERMANENT PEACE DEAL BY...?

US x Iran permanent peace deal by August 31, 2026?

YES · live
66.5¢
NO · live
33.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-permanent-peace-deal-by-august-31-2026 · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-us-x-iran-permanent-peace-deal-by-august-31-2026/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH25ms--:--:-- 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
66.5¢
NO · live
33.5¢
YES price · live 24h
n=25 · μ=0.6786 · σ=0.0224 · range [0.6250, 0.7000] · R²=0.270 FALLING -5.04%σ NORMAL 3.31%LAST 0.66000.70000.68120.66250.64380.6250μ = 0.6786max 0.7000min 0.6250dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 66.00¢
YES / NO split · live
YES 66.5%NO 33.5%YES66.5%66.50¢ · odds 1/1.50
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.920 / 1.00 bits (92%) · high uncertainty
YES
66.5%66.5¢1.50× +0.00pp
NO
33.5%33.5¢2.99× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,550 · μ=106.2 · σ=120.1 · CV=1.13BURSTY · concentratedcumulative energy ↗ · 50% by h=170113225338450μ = 10645050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2550bp moved · peak 450bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
25ms
YES mid
66.50¢ (66.50%)
NO mid
33.50¢ (33.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$68.2k
liquidity $
$187.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6786 · σ=0.0224 · range [0.6250, 0.7000] · R²=0.270 FALLING -5.04%σ NORMAL 3.31%LAST 0.66000.70000.68120.66250.64380.6250μ = 0.6786max 0.7000min 0.6250dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 66.00¢
NO price · CLOB mid
n=25 · μ=0.3214 · σ=0.0224 · range [0.3000, 0.3750] · R²=0.270 RISING +11.48%σ HIGH 6.98%LAST 0.34000.37500.35630.33750.31870.3000μ = 0.3214max 0.3750min 0.3000dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 34.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0013 · σ=0.0152 · skew=0.17 (symmetric) · kurt=1.17 (leptokurtic (fat tails))864202-3.10ppbin -3.10pp · n=2 · 25.0% peakbin -3.10pp · n=2 · 25.0% peak2-2.30ppbin -2.30pp · n=2 · 25.0% peakbin -2.30pp · n=2 · 25.0% peak-1.50pp5-0.70ppbin -0.70pp · n=5 · 62.5% peakbin -0.70pp · n=5 · 62.5% peak80.10ppbin 0.10pp · n=8 · 100.0% peakbin 0.10pp · n=8 · 100.0% peak50.90ppbin 0.90pp · n=5 · 62.5% peakbin 0.90pp · n=5 · 62.5% peak11.70ppbin 1.70pp · n=1 · 12.5% peakbin 1.70pp · n=1 · 12.5% peak2.50pp3.30pp14.10ppbin 4.10pp · n=1 · 12.5% peakbin 4.10pp · n=1 · 12.5% 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=0.39 · kurt=1.71 · near 17 / mid 7 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALLOWER 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=25STRONGLY LEFT-SKEWED (G₁=-1.09)
μ MEAN67.86¢95% CI: [66.98¢, 68.74¢]
σ STD DEV2.24ppσ² = 5.032 · CV = 3.31%
med MEDIAN68.50¢Q₁ 66.50¢ · Q₃ 69.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 62.50¢Q₁ 66.50¢med 68.50¢Q₃ 69.50¢max 70.00¢μ
SKEWNESS · G₁-1.091left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.146mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRconsistent with normalratio = 1.01
range ↔ σconcentrated (range < 4σ)range / σ = 3.34
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+0.231within white-noise band
ρ(2) AUTOCORR-0.218lag-2 not significant
H · HURST EXPONENT0.854strongly persistent
OLS TREND · t-STAT-2.919significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.854STRONGLY 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+0.231k=2-0.218k=3-0.266k=4-0.198k=5-0.2660+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 CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.94very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.92)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 ID2413571
SLUGus-x-iran-permanent-peace-deal-by-august-31-2026
CATEGORYUS x Iran permanent peace deal by...?
TWO-SIDED PRICING
PRIMARY · YES66.50¢implied prob 66.50% · decimal odds 1.50×
COUNTER · NO33.50¢implied prob 33.50% · decimal odds 2.99×
66.50¢
33.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME68.19k USD 24h
LIQUIDITY187.71k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (67¢)|primary − counter| = 0.330 · entropy 0.920 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 66.5%NO 33.5%YES66.5%H = 0.920 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.50×(67¢)NO2.99×(34¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.920 bits (92% 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · DISTANTresolves 2026-08-31 00:00 UTC
77days
04hrs
38min
YES$1.00(P = 66.5%)
NO$0.00(P = 33.5%)
current: $0.6650 · expected return per side: $0.33 on YES hit · $0.67 on NO hit
0%25%50%75%100%YES $1NO $0NOW+38.6dRESOLVESP projection · σ=2.24% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 10.989 pp/day
now77.19d left
10.989 pp/day×1.00
−25%57.90d left
12.689 pp/day×1.15
−50%38.60d left
15.541 pp/day×1.41
−75%19.30d left
21.978 pp/day×2.00
−90%7.72d left
34.751 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 4.50% · worst -3.50% · typical |Δ| 1.06%BEARISH SESSION -3.50%BEST+4.50%21hWORST-3.50%16hTYPICAL |Δ|1.06%mean absoluteCUMULATIVE-3.50%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ +0.19% · Σ +1.50%US · 16-24 UTCμ -0.44% · Σ -3.50%CUMULATIVE Δ PATH · final -3.50%+0.50%-7.00%0.00% · 1h0.00% · 1h·1h-2.00% · 2h-2.00% · 2h-2.00%2h1.00% · 3h1.00% · 3h1.00%3h0.00% · 4h0.00% · 4h·4h1.00% · 5h1.00% · 5h1.00%5h-1.00% · 6h-1.00% · 6h-1.00%6h0.00% · 7h0.00% · 7h·7h1.00% · 8h1.00% · 8h1.00%8h0.00% · 9h0.00% · 9h·9h-0.50% · 10h-0.50% · 10h-0.50%10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h1.00% · 13h1.00% · 13h1.00%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-3.50% · 16h-3.50% · 16h-3.50%16h▼ WORST-2.00% · 17h-2.00% · 17h-2.00%17h-1.00% · 18h-1.00% · 18h-1.00%18h-1.00% · 19h-1.00% · 19h-1.00%19h1.00% · 20h1.00% · 20h1.00%20h4.50% · 21h4.50% · 21h4.50%21h★ BEST1.50% · 22h1.50% · 22h1.50%22h-3.00% · 23h-3.00% · 23h-3.00%23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNEurope-led (+1.50%)RUNSup max 3 · down max 4BREADTH29% up · 38% down · 33% flat
7 up bars · 9 down · best 4.50% · worst -3.50% · typical |Δ| 1.062%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-3.73%)FINAL-3.73%MAX DD-7.31%RECOVERYONGOING · 9 barsMAX RUN-UP+0.45%UNDERWATER20/25 (80%)STREAK↘ 2EQUITY CURVE · end 0.9627 · peak 1.0045 · range [0.9311, 1.0045]1.00450.9311break-even = 1★ PEAK 1.0045UNDERWATER DRAWDOWN · max -7.31% · significant0%-7.31%▼ TROUGH -7.31%TOP DRAWDOWN PERIODS · 2 total#1 -7.31%bar 17-25 · 9 bars · ONGOING#2 -2.00%bar 3-13 · 11 bars · recoveredDD SEVERITYsignificant (max -7.31%)RECOVERYongoing · 9 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9627 (-3.73%) · max DD -7.31% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=-6.35 · σ=34.90MIXED EDGELAST 15.25 (+0.62σ vs μ)87.8143.910.00-43.91-87.81μ = -6.35-13.34-13.34-13.34-13.3438.2138.2120.7220.729.749.74-11.74-11.7415.8715.8738.2138.2115.8715.8715.8715.87-24.96-24.96-42.14-42.14-52.79-52.79-87.81-87.81-64.89-64.89-11.19-11.1919.7819.7811.9911.9915.2515.25v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 15.247 · range [-87.81, 38.21] · μ -6.353 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=125.7177 · σ=71.8912 · range [46.0109, 260.8371] · R²=0.596 RISING +118.78%σ EXTREME 57.18%LAST 239.3846260.8371207.1306153.424099.717446.0109μ = 125.7177max 260.8371min 46.0109dataMA(3)OLS R²=0.60μ lineμ ± σ bandmaxmin
latest 239.38% · range [46.01%, 260.84%] · μ 125.72% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −9 (53% positive) · μ=-0.022 · σ=0.262CLOSE TO MARTINGALELAST 0.165 (+0.72σ vs μ)0.4430.2220.000-0.222-0.443μ = -0.022-0.443-0.443-0.419-0.419-0.333-0.333-0.422-0.422-0.314-0.3140.0160.016-0.040-0.0400.0330.033-0.040-0.040-0.075-0.0750.0200.0200.3290.3290.2360.2360.0350.035-0.024-0.0240.3190.3190.4020.4020.1370.1370.1650.165v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.165 · |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
6.5628
p-VALUE (log scale)
0.0376
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
8.4307
p-VALUE (log scale)
0.1328
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
-1.7653
p-VALUE (log scale)
0.4070
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
0.0658
p-VALUE (log scale)
0.9475
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3949
p-VALUE (log scale)
0.0794
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
0.6064
p-VALUE (log scale)
0.5442
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.185 ≈ 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=2.56e-4 · top T=8.00h (28.4%) · top-3 cover 60.3%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)8.7e-46.5e-44.4e-42.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.94e-5 · 1.6% energyperiod 24.0 · power 4.94e-5 · 1.6% energyperiod 12.0 · power 3.40e-4 · 11.1% energyperiod 12.0 · power 3.40e-4 · 11.1% energyperiod 8.0 · power 8.73e-4 · 28.4% energyperiod 8.0 · power 8.73e-4 · 28.4% energyperiod 6.0 · power 4.51e-4 · 14.7% energyperiod 6.0 · power 4.51e-4 · 14.7% energyperiod 4.8 · power 1.34e-5 · 0.4% energyperiod 4.8 · power 1.34e-5 · 0.4% energyperiod 4.0 · power 2.39e-4 · 7.8% energyperiod 4.0 · power 2.39e-4 · 7.8% energyperiod 3.4 · power 5.32e-4 · 17.3% energyperiod 3.4 · power 5.32e-4 · 17.3% energyperiod 3.0 · power 1.70e-4 · 5.5% energyperiod 3.0 · power 1.70e-4 · 5.5% energyperiod 2.7 · power 7.12e-5 · 2.3% energyperiod 2.7 · power 7.12e-5 · 2.3% energyperiod 2.4 · power 1.56e-4 · 5.1% energyperiod 2.4 · power 1.56e-4 · 5.1% energyperiod 2.2 · power 5.28e-6 · 0.2% energyperiod 2.2 · power 5.28e-6 · 0.2% energyperiod 2.0 · power 1.76e-4 · 5.7% energyperiod 2.0 · power 1.76e-4 · 5.7% energy50% by T=6.0h#1 dominantT=8.00h#2T=3.43h#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 ≈ 8.00h (freq 0.125) · concentrates 28.4% of total energy · Σ|X̂|²/n = 3.075e-3

§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 77.2 d · σ/bar 1.612pp · expected |Δp| over horizon 69.37ppterminal variance p(1−p) = 0.2244 · n = 25low confidence · n < 100
μ per bar
-0.146pp
average Δp · drift
σ per bar
1.612pp
one-bar volatility · logit-free
Per-day movedaily
7.90pp
σ × √24
Per-horizon move77d
69.37pp
σ × √1852.6496313888888
Terminal variancebinary
0.2244
p(1−p) at resolution
Current pricep
66.0¢
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 2.80pp · ES₉₅ 3.47pp · method parametric · drift-correcteddrift -0.146pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.44disabled · n < 30
VaR 95%
2.80pp
1.645·σ (parametric) of Δp
ES 95%
3.47pp
mean of the tail
Max drawdown
10.7pp
peak 70.0¢ → 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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
66.5%
= price
Decimal oddsEU
1.504
total return per $1
AmericanUS
-199
risk $199 to win $100
FractionalUK
0.50 / 1
profit per $1 risked
Profit per $100stake
+$50.38
clean dollar framing
-1000-5000+500+1000020406080100you · 66.5%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)
0.920 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.920 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.59 bit
self-information
Surprise · NO−log₂(1−p)
1.58 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
18350166227701937595781661497315771588029127293300032980353664093725965421470
NO token ID
111620990270843725584626268463694118257247411716640525160088443769687154332947
Snapshot fetched
2026-06-14 19:21:01 UTC
Snapshot age
25ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:21:01 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5e0117d9268a3a7170eef7509f6a7f4356bace8e7a93b3bbf4b6d4b314a1aa94 · 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 permanent peace deal 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
0.660000
(best bid + best ask) / 2
Spread
303.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.742
bid-heavy
Imbalance (top-5)
-0.887
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-permanent-peace-deal-by-august-31-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.674998227.24bp0.6800002FILLED
BUY$10.00K0.703085652.80bp0.7300007FILLED
BUY$100.00K0.8521452911.29bp0.92000026FILLED
SELL$1.00K0.5925791021.53bp0.5600008FILLED
SELL$10.00K0.5591661527.79bp0.54000010FILLED
SELL$100.00K0.2897855609.32bp0.10000053FILLED

Risk metrics

upstream candles · 25 bars
Realized vol (annualised)
σ per bar = 0.024071
Mean return (annualised)
μ per bar = -0.002153
Sharpe (rf=0)
annualised; risk-free assumed zero
Max drawdown
10.71%
peak 0.70 → trough 0.63 over 6 bars

/api/asset/pm-us-x-iran-permanent-peace-deal-by-august-31-2026/risk · same metrics, JSON