POLYMARKET · PREDICTION MARKET · US X IRAN PERMANENT PEACE DEAL BY...?
US x Iran permanent peace deal by December 31, 2026?
82.5¢
17.5¢
▸ Advanced metrics · M2M bundle
polymarket · us-x-iran-permanent-peace-deal-by-december-31-2026-961-587-341-574-555-817 · fresh · feed 10s old24h sparkline · 60 pts▼ —
realized vol (ann.)
75.49%
max drawdown
1.21%
sharpe
—
ulcer index
0.80%
RMS drawdown
pain index
0.59%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.21%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 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-x-iran-permanent-peace-deal-by-december-31-2026-961-587-341-574-555-817/bundle · venue execution: polymarket →LIVEPOLL0SRCWARMING⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
82.5¢
NO · live
17.5¢
25 ticks · last 82.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.669 / 1.00 bits (67%) · moderate uncertainty
YES82.5%82.5¢1.21×▬ +0.00pp
NO17.5%17.5¢5.71×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 1700bp moved · peak 300bp · n=24 ticks
10.4s
82.50¢ (82.50%)
17.50¢ (17.50%)
100.00%
0.000pp
$279.7k
$544.7k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 82.50¢
25 NO observations from clob.polymarket.com · last 17.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEPTOKURTIC · FAT TAILS (G₂=6.14)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁2.185right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂6.144leptokurtic · fat 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: MEAN-REVERTING · ρ(1) -0.36 + ADF rejected
HURST EXPONENT [0, 1]
H = 0.684PERSISTENT
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
82.50¢
17.50¢
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
YES1.21×(83¢)NO5.71×(18¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.669 bits (67% of max) · moderate uncertainty
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 2026-12-31 00:00 UTC
199days
12hrs
50min
YES →$1.00
NO →$0.00
current: $0.8250 · expected return per side: $0.18 on YES hit · $0.82 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 4.984 pp/day
now199.53d left4.984 pp/day×1.00
−25%149.65d left5.755 pp/day×1.15
−50%99.77d left7.048 pp/day×1.41
−75%49.88d left9.968 pp/day×2.00
−90%19.95d left15.761 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
7 up bars · 7 down · best 3.00% · worst -3.00% · typical |Δ| 0.708%
§10 · Equity curve & underwater drawdown
final equity 0.9985 (-0.15%) · max DD -4.96% · time-under-water 19/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 11.736 · range [-47.60, 55.93] · μ 0.607 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 62.20% · range [29.60%, 205.06%] · μ 103.55% · σ̂ scaled to annualised (×√8760)
latest -0.513 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀*H₀: Δp ~ Normal(μ, σ²)
STATISTIC
7.4732
p-VALUE (log scale)
0.0238
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
5.0034
p-VALUE (log scale)
0.4161
Dickey-Fuller (τ_μ)
REJECT H₀*H₀: p has a unit root (non-stationary)
STATISTIC
-3.0853
p-VALUE (log scale)
0.0283
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
1.1127
p-VALUE (log scale)
0.2658
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.2173
p-VALUE (log scale)
0.3265
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-1.3285
p-VALUE (log scale)
0.1840
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 ≈ 2.00h (freq 0.500) · concentrates 24.4% of total energy · Σ|X̂|²/n = 1.708e-3
▸ Depth section using sovereign-store price series (2833 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 199.5 d · σ/bar 0.061pp · expected |Δp| over horizon 4.21ppterminal variance p(1−p) = 0.1444 · n = 2833✓ n = 2833
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.061pp
one-bar volatility · logit-free
Per-day movedaily
0.30pp
σ × √24
Per-horizon move200d
4.21pp
σ × √4788.834767777778
Terminal variancebinary
0.1444
p(1−p) at resolution
Current pricep
82.5¢
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 0.10pp · ES₉₅ 0.13pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 2833
VaR 95%
0.10pp
1.645·σ (parametric) of Δp
ES 95%
0.13pp
mean of the tail
Max drawdown
1.2pp
peak 82.5¢ → trough 81.5¢
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
82.5%
= price
Decimal oddsEU
1.212
total return per $1
AmericanUS
-471
risk $471 to win $100
FractionalUK
0.21 / 1
profit per $1 risked
Profit per $100stake
+$21.21
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)
0.669 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.669 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.28 bit
self-information
Surprise · NO−log₂(1−p)
2.51 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
104718292808309433767402444061650910790437726449955521731268760928480423099204- NO token ID
109077864409172129917789250820055245630238807727951185347513063342440711098153- Snapshot fetched
- 2026-06-14 11:09:44 UTC
- Snapshot age
- 10.4s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 11:09:54 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
52eff22b81b96e262d6fd15d4573d581600bdfe76ef8c0b64a01e31434fc7bd8· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
§∞-2 · Related markets · explore more
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Also see: /arb opportunities · RSS feed · more in US x Iran permanent peace deal 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
0.825000
(best bid + best ask) / 2
Spread
121.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.836
bid-heavy
Imbalance (top-5)
+0.611
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-x-iran-permanent-peace-deal-by-december-31-2026-961-587-341-574-555-817/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.830000 | 60.61bp | 0.830000 | 1 | FILLED |
| BUY | $10.00K | 0.831688 | 81.06bp | 0.840000 | 2 | FILLED |
| BUY | $100.00K | 0.867487 | 515.00bp | 0.910000 | 9 | FILLED |
| SELL | $1.00K | 0.820000 | 60.61bp | 0.820000 | 1 | FILLED |
| SELL | $10.00K | 0.820000 | 60.61bp | 0.820000 | 1 | FILLED |
| SELL | $100.00K | 0.820000 | 60.61bp | 0.820000 | 1 | FILLED |
Risk metrics
▸ sovereign store · 2,833 barsperiods/year ≈ 1.75MRealized vol (annualised)
98.20%
σ per bar = 0.000742
Mean return (annualised)
-0.00%
μ per bar = -0.000000
Sharpe (rf=0)
-0.00
annualised; risk-free assumed zero
Max drawdown
1.21%
peak 0.82 → trough 0.81 over 276 bars
/api/asset/pm-us-x-iran-permanent-peace-deal-by-december-31-2026-961-587-341-574-555-817/risk · same metrics, JSON