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

US x Iran permanent peace deal by June 15, 2026?

YES · live
24.3¢
NO · live
75.8¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-permanent-peace-deal-by-june-15-2026-734-856-129 · fresh · feed 3s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
176.95%
max drawdown
22.12%
sharpe
—
ulcer index
10.16%
RMS drawdown
pain index
8.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
20.79%
cond. drawdown
gain/pain
1.06
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.06
upside/downside
roll spread
0.3 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-june-15-2026-734-856-129/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3.1s⏱--:--:-- 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
24.3¢
NO · live
75.8¢
YES price · live 24h
n=25 · μ=0.2383 · σ=0.0482 · range [0.1445, 0.3655] · R²=0.109▲ RISING +56.45%σ EXTREME 20.23%LAST 0.24250.36550.31020.25500.19970.1445μ = 0.2383max 0.3655min 0.1445dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 24.25¢
YES / NO split · live
YES 24.3%NO 75.8%NO75.8%75.75¢ · odds 1/1.32
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.799 / 1.00 bits (80%) · moderate uncertainty
YES
24.3%24.3¢4.12×▬ +0.00pp
NO
75.8%75.8¢1.32×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=7,265 · μ=302.7 · σ=376.4 · CV=1.24BURSTYcumulative energy ↗ · 50% by h=703016039041,205μ = 3031,20550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 7265bp moved · peak 1205bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.1s
▲YES mid
24.25¢ (24.25%)
▼NO mid
75.75¢ (75.75%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$6.0M
≋liquidity $
$466.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2383 · σ=0.0482 · range [0.1445, 0.3655] · R²=0.109▲ RISING +56.45%σ EXTREME 20.23%LAST 0.24250.36550.31020.25500.19970.1445μ = 0.2383max 0.3655min 0.1445dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 24.25¢
NO price · CLOB mid
n=25 · μ=0.7615 · σ=0.0482 · range [0.6345, 0.8555] · R²=0.114▼ FALLING -10.71%σ HIGH 6.33%LAST 0.75450.85550.80030.74500.68970.6345μ = 0.7615max 0.8555min 0.6345dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 75.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0038 · σ=0.0448 · skew=0.34 (symmetric) · kurt=1.41 (leptokurtic (fat tails))1085301-10.85ppbin -10.85pp · n=1 · 10.0% peakbin -10.85pp · n=1 · 10.0% peak-8.44pp1-6.04ppbin -6.04pp · n=1 · 10.0% peakbin -6.04pp · n=1 · 10.0% peak1-3.63ppbin -3.63pp · n=1 · 10.0% peakbin -3.63pp · n=1 · 10.0% peak10-1.23ppbin -1.23pp · n=10 · 100.0% peakbin -1.23pp · n=10 · 100.0% peak61.18ppbin 1.18pp · n=6 · 60.0% peakbin 1.18pp · n=6 · 60.0% peak23.58ppbin 3.58pp · n=2 · 20.0% peakbin 3.58pp · n=2 · 20.0% peak15.99ppbin 5.99pp · n=1 · 10.0% peakbin 5.99pp · n=1 · 10.0% peak8.39pp210.80ppbin 10.80pp · n=2 · 20.0% peakbin 10.80pp · n=2 · 20.0% 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=0.26 · kurt=1.98 · near 9 / mid 15 / far 0 · OLS slope=0.96 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN23.83¢95% CI: [21.94¢, 25.72¢]
σ STD DEV4.82ppσ² = 23.245 · CV = 20.23%
med MEDIAN24.35¢Q₁ 23.65¢ · Q₃ 26.35¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 22.10pp · IQR 2.70pp (1.349σ→6.50pp)
min 14.45¢Q₁ 23.65¢med 24.35¢Q₃ 26.35¢max 36.55¢μ
SKEWNESS · G₁-0.094approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂0.701mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.11
σ × 1.349 ↔ IQRdiverges from normalratio = 2.41
range ↔ σwide tails (range > 4σ)range / σ = 4.58
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) -0.29 + ADF rejected
ρ(1) AUTOCORR-0.289within white-noise band
ρ(2) AUTOCORR-0.047lag-2 not significant
H · HURST EXPONENT0.837strongly persistent
OLS TREND · t-STAT+1.678fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.837
H = 0.837STRONGLY 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=1-0.289k=2-0.047k=3-0.100k=4-0.211k=5+0.3900+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]MARGINAL @ 10% (|t|=1.68)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.29 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.96very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.68)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 ID2270330
SLUGus-x-iran-perman…-734-856-129
CATEGORYUS x Iran permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS NO (76¢)
PRIMARY · YES24.25¢implied prob 24.25% · decimal odds 4.12×
COUNTER · NO75.75¢implied prob 75.75% · decimal odds 1.32×
24.25¢
75.75¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME5.99M USD 24h
LIQUIDITY466.76k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (76¢)|primary − counter| = 0.515 · entropy 0.799 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 24.3%NO 75.8%YES p̂24.3%H = 0.799 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES4.12×(24¢)NO1.32×(76¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.799 bits (80% of max) · moderate 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 · HIGHresolves 2026-06-15 00:00 UTC
0days
14hrs
10min
14.2 hours·θ = 23.620 pp/day
YES →$1.00(P = 24.3%)
NO →$0.00(P = 75.8%)
current: $0.2425 · expected return per side: $0.76 on YES hit · $0.24 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.1hRESOLVESP projection · σ=4.82% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 23.620 pp/day
now14.18h left
23.620 pp/day×1.00
−25%10.63h left
27.274 pp/day×1.15
−50%7.09h left
33.403 pp/day×1.41
−75%3.54h left
47.239 pp/day×2.00
−90%1.42h left
74.692 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 12.00% · worst -12.05% · typical |Δ| 3.03%MILD BULLISH +8.75%BEST+12.00%7hWORST-12.05%3hTYPICAL |Δ|3.03%mean absoluteCUMULATIVE+8.75%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +3.01% · Σ +21.05%EUROPE · 08-16 UTCμ -1.56% · Σ -12.45%US · 16-24 UTCμ +0.06% · Σ +0.45%CUMULATIVE Δ PATH · final +8.75%+21.05%-1.05%-0.45% · 1h-0.45% · 1h-0.45%1h11.45% · 2h11.45% · 2h11.45%2h-12.05% · 3h-12.05% · 3h-12.05%3h▼ WORST1.60% · 4h1.60% · 4h1.60%4h3.65% · 5h3.65% · 5h3.65%5h4.85% · 6h4.85% · 6h4.85%6h12.00% · 7h12.00% · 7h12.00%7h★ BEST-7.10% · 8h-7.10% · 8h-7.10%8h-2.30% · 9h-2.30% · 9h-2.30%9h-1.10% · 10h-1.10% · 10h-1.10%10h0.40% · 11h0.40% · 11h0.40%11h-1.60% · 12h-1.60% · 12h-1.60%12h-1.00% · 13h-1.00% · 13h-1.00%13h0.50% · 14h0.50% · 14h0.50%14h-0.25% · 15h-0.25% · 15h-0.25%15h2.65% · 16h2.65% · 16h2.65%16h-0.40% · 17h-0.40% · 17h-0.40%17h-2.70% · 18h-2.70% · 18h-2.70%18h0.55% · 19h0.55% · 19h0.55%19h-2.10% · 20h-2.10% · 20h-2.10%20h2.10% · 21h2.10% · 21h2.10%21h0.95% · 22h0.95% · 22h0.95%22h-0.60% · 23h-0.60% · 23h-0.60%23h-0.30% · 24h-0.30% · 24h-0.30%24hTIME PATTERNAsia-led (+21.05%)RUNSup max 4 · down max 3BREADTH46% up · 54% down
11 up bars · 13 down · best 12.00% · worst -12.05% · typical |Δ| 3.027%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +6.23%FINAL+6.23%MAX DD-13.81%RECOVERYONGOING · 17 barsMAX RUN-UP+20.67%UNDERWATER22/25 (88%)STREAK↘ 2EQUITY CURVE · end 1.0623 · peak 1.2067 · range [0.9758, 1.2067]1.20670.9758break-even = 1★ PEAK 1.2067UNDERWATER DRAWDOWN · max -13.81% · significant0%-13.81%▼ TROUGH -13.81%TOP DRAWDOWN PERIODS · 3 total#1 -13.81%bar 9-25 · 17 bars · ONGOING#2 -12.05%bar 4-7 · 4 bars · recovered#3 -0.45%bar 2-2 · 1 bars · recoveredDD SEVERITYsignificant (max -13.81%)RECOVERYongoing · 17 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.0623 (6.23%) · max DD -13.81% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −8 (58% positive) · μ=-5.89 · σ=31.54MIXED EDGELAST 6.48 (+0.39σ vs μ)76.2538.130.00-38.13-76.25μ = -5.8918.1618.1638.3438.345.305.3030.4130.4123.4623.4615.9815.980.730.73-76.25-76.25-71.82-71.82-55.37-55.377.377.37-1.05-1.05-10.62-10.623.153.15-18.29-18.290.720.72-13.52-13.52-15.17-15.176.486.48v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 6.485 · range [-76.25, 38.34] · μ -5.894 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=352.7613 · σ=270.1322 · range [80.4272, 818.8009] · R²=0.702▼ FALLING -81.44%σ EXTREME 76.58%LAST 135.0818818.8009634.2075449.6140265.020680.4272μ = 352.7613max 818.8009min 80.4272dataMA(3)OLS R²=0.70μ lineμ ± σ bandmaxmin
latest 135.08% · range [80.43%, 818.80%] · μ 352.76% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.176 · σ=0.158MEAN-REVERSIONLAST -0.385 (-1.32σ vs μ)0.4900.2450.000-0.245-0.490μ = -0.176-0.490-0.490-0.213-0.213-0.090-0.090-0.094-0.094-0.025-0.025-0.053-0.053-0.329-0.3290.1530.153-0.159-0.159-0.332-0.332-0.006-0.006-0.065-0.065-0.052-0.052-0.147-0.147-0.184-0.184-0.295-0.295-0.271-0.271-0.307-0.307-0.385-0.385v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.385 · |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
7.9207
p-VALUE (log scale)
0.0191
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
9.0128
p-VALUE (log scale)
0.1074
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

H₀: p has a unit root (non-stationary)

STATISTIC
-3.1601
p-VALUE (log scale)
0.0231
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.8760
p-VALUE (log scale)
0.3810
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (15 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2534
p-VALUE (log scale)
0.2635
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
-1.4330
p-VALUE (log scale)
0.1519
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.564 ≈ 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=2.27e-3 · top T=2.40h (29.7%) · top-3 cover 59.5%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)8.1e-36.1e-34.0e-32.0e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.76e-4 · 2.5% energyperiod 24.0 · power 6.76e-4 · 2.5% energyperiod 12.0 · power 5.79e-4 · 2.1% energyperiod 12.0 · power 5.79e-4 · 2.1% energyperiod 8.0 · power 1.90e-3 · 7.0% energyperiod 8.0 · power 1.90e-3 · 7.0% energyperiod 6.0 · power 1.26e-3 · 4.6% energyperiod 6.0 · power 1.26e-3 · 4.6% energyperiod 4.8 · power 5.29e-3 · 19.5% energyperiod 4.8 · power 5.29e-3 · 19.5% energyperiod 4.0 · power 1.81e-3 · 6.7% energyperiod 4.0 · power 1.81e-3 · 6.7% energyperiod 3.4 · power 1.48e-4 · 0.5% energyperiod 3.4 · power 1.48e-4 · 0.5% energyperiod 3.0 · power 2.43e-3 · 8.9% energyperiod 3.0 · power 2.43e-3 · 8.9% energyperiod 2.7 · power 2.82e-3 · 10.4% energyperiod 2.7 · power 2.82e-3 · 10.4% energyperiod 2.4 · power 8.08e-3 · 29.7% energyperiod 2.4 · power 8.08e-3 · 29.7% energyperiod 2.2 · power 2.07e-3 · 7.6% energyperiod 2.2 · power 2.07e-3 · 7.6% energyperiod 2.0 · power 1.24e-4 · 0.5% energyperiod 2.0 · power 1.24e-4 · 0.5% energy50% by T=3.0h#1 dominantT=2.40h#2T=4.80h#3T=2.67hT=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 ≈ 2.40h (freq 0.417) · concentrates 29.7% of total energy · Σ|X̂|²/n = 2.719e-2

▸ Depth section using sovereign-store price series (2565 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

Returns · per bar / per day / per horizon
Horizon 0.6 d · σ/bar 0.133pp · expected |Δp| over horizon 0.50ppterminal variance p(1−p) = 0.1837 · n = 2565✓ n = 2565
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.133pp
one-bar volatility · logit-free
Per-day movedaily
0.65pp
σ × √24
Per-horizon move1d
0.50pp
σ × √14.17705111111111
Terminal variancebinary
0.1837
p(1−p) at resolution
Current pricep
24.3¢
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 0.22pp · ES₉₅ 0.28pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 2565
VaR 95%
0.22pp
1.645·σ (parametric) of Δp
ES 95%
0.28pp
mean of the tail
Max drawdown
24.1pp
peak 27.6¢ → trough 20.9¢
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
24.3%
= price
Decimal oddsEU
4.124
total return per $1
AmericanUS
+312
$100 wins $312
FractionalUK
3.12 / 1
profit per $1 risked
Profit per $100stake
+$312.37
clean dollar framing
-1000-5000+500+1000020406080100you · 24.3%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)
0.799 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.799 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.04 bit
self-information
Surprise · NO−log₂(1−p)
0.40 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
5904694069529905826680225678119990013628860098514322777023141327768111791078
NO token ID
59855952379545476461266875939089074481171378466995213858930892770855011813551
Snapshot fetched
2026-06-14 09:49:19 UTC
Snapshot age
3.1s
History points
25 CLOB mids
Page rendered
2026-06-14 09:49:22 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e15ebf535a7d95728a44feb7a05d861236d49c2af47bf4a6c91d6cd67b86b973 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.3¢HL PREDUruguay67.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Berhanu Nega be the next Prime Minister of Ethiopia?1¢HL PERPBTC-USD perpetual$64,554HL PERPETH-USD perpetual$1,676.9HL PERPHYPE-USD perpetual$60.44

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
0.247500
(best bid + best ask) / 2
Spread
444.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.101
ask-heavy
Imbalance (top-5)
+0.137
bid-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-june-15-2026-734-856-129/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.255793335.09bp0.2560004FILLED
BUY$10.00K0.265555729.51bp0.28000020FILLED
BUY$100.00K0.4315357435.75bp0.590000107FILLED
SELL$1.00K0.241622237.52bp0.2410002FILLED
SELL$10.00K0.229080744.26bp0.22000020FILLED
SELL$100.00K0.0190759229.30bp0.001000155PARTIAL

Risk metrics

▸ sovereign store · 2,565 barsperiods/year ≈ 1.75M
Realized vol (annualised)
733.47%
σ per bar = 0.005540
Mean return (annualised)
-5287.33%
μ per bar = -0.000030
Sharpe (rf=0)
-7.21
annualised; risk-free assumed zero
Max drawdown
24.09%
peak 0.28 → trough 0.21 over 1887 bars

/api/asset/pm-us-x-iran-permanent-peace-deal-by-june-15-2026-734-856-129/risk · same metrics, JSON