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

US x Iran permanent peace deal by June 30, 2026?

YES · live
50.5¢
NO · live
49.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-permanent-peace-deal-by-june-30-2026-837-641-896-877-363-892-537-597 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
181.31%
max drawdown
5.83%
sharpe
—
ulcer index
3.08%
RMS drawdown
pain index
2.27%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.83%
cond. drawdown
gain/pain
1.18
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.18
upside/downside
roll spread
0.4 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-30-2026-837-641-896-877-363-892-537-597/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH184ms⏱--:--:-- 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
50.5¢
NO · live
49.5¢
YES price · live 24h
n=25 · μ=0.5058 · σ=0.0417 · range [0.4050, 0.5950] · R²=0.019▲ RISING +24.69%σ HIGH 8.23%LAST 0.50500.59500.54750.50000.45250.4050μ = 0.5058max 0.5950min 0.4050dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 50.50¢
YES / NO split · live
YES 50.5%NO 49.5%YES50.5%50.50¢ · odds 1/1.98
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 1.000 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
50.5%50.5¢1.98×▬ +0.00pp
NO
49.5%49.5¢2.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=5,700 · μ=237.5 · σ=265.9 · CV=1.12BURSTY · concentratedcumulative energy ↗ · 50% by h=703006009001,200μ = 2381,20050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 5700bp moved · peak 1200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
184ms
▲YES mid
50.50¢ (50.50%)
▼NO mid
49.50¢ (49.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$1.8M
≋liquidity $
$260.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5058 · σ=0.0417 · range [0.4050, 0.5950] · R²=0.019▲ RISING +24.69%σ HIGH 8.23%LAST 0.50500.59500.54750.50000.45250.4050μ = 0.5058max 0.5950min 0.4050dataMA(5)OLS R²=0.02μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 50.50¢
NO price · CLOB mid
n=25 · μ=0.4946 · σ=0.0417 · range [0.4050, 0.5950] · R²=0.015▼ FALLING -15.13%σ HIGH 8.43%LAST 0.50500.59500.54750.50000.45250.4050μ = 0.4946max 0.5950min 0.4050dataMA(5)OLS R²=0.01μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 50.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0033 · σ=0.0342 · skew=1.56 (right-skewed) · kurt=2.08 (leptokurtic (fat tails))1085303-3.20ppbin -3.20pp · n=3 · 30.0% peakbin -3.20pp · n=3 · 30.0% peak10-1.60ppbin -1.60pp · n=10 · 100.0% peakbin -1.60pp · n=10 · 100.0% peak4-0.00ppbin -0.00pp · n=4 · 40.0% peakbin -0.00pp · n=4 · 40.0% peak21.60ppbin 1.60pp · n=2 · 20.0% peakbin 1.60pp · n=2 · 20.0% peak13.20ppbin 3.20pp · n=1 · 10.0% peakbin 3.20pp · n=1 · 10.0% peak24.80ppbin 4.80pp · n=2 · 20.0% peakbin 4.80pp · n=2 · 20.0% peak16.40ppbin 6.40pp · n=1 · 10.0% peakbin 6.40pp · n=1 · 10.0% peak8.00pp9.60pp111.20ppbin 11.20pp · n=1 · 10.0% peakbin 11.20pp · 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=1.59 · kurt=2.82 · near 14 / mid 9 / far 1 · OLS slope=0.94 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER 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=25LEFT-SKEWED (G₁=-0.51)
μ MEAN50.58¢95% CI: [48.95¢, 52.21¢]
σ STD DEV4.17ppσ² = 17.348 · CV = 8.23%
med MEDIAN50.50¢Q₁ 48.50¢ · Q₃ 52.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 19.00pp · IQR 4.00pp (1.349σ→5.62pp)
min 40.50¢Q₁ 48.50¢med 50.50¢Q₃ 52.50¢max 59.50¢μ
SKEWNESS · G₁-0.505left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.987mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.02
σ × 1.349 ↔ IQRdiverges from normalratio = 1.40
range ↔ σwide tails (range > 4σ)range / σ = 4.56
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) -0.26 + ADF rejected
ρ(1) AUTOCORR-0.258within white-noise band
ρ(2) AUTOCORR-0.044lag-2 not significant
H · HURST EXPONENT0.823strongly persistent
OLS TREND · t-STAT+0.668fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.823
H = 0.823STRONGLY 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=1-0.258k=2-0.044k=3+0.222k=4-0.081k=5+0.1560+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]NOT SIGNIFICANT (|t|=0.67)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.26 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.90very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.67)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 ID1962237
SLUGus-x-iran-perman…-892-537-597
CATEGORYUS x Iran permanent peace deal by...?
TWO-SIDED PRICINGBALANCED · ~50/50
PRIMARY · YES50.50¢implied prob 50.50% · decimal odds 1.98×
COUNTER · NO49.50¢implied prob 49.50% · decimal odds 2.02×
50.50¢
49.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME1.83M USD 24h
LIQUIDITY260.73k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWBALANCED · ~50/50|primary − counter| = 0.010 · entropy 1.000 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 50.5%NO 49.5%YES p̂50.5%H = 1.000 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.98×(51¢)NO2.02×(50¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 1.000 bits (100% of max) · maximum uncertainty (~50/50)
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 12.00% · worst -4.00% · typical |Δ| 2.38%MILD BULLISH +10.00%BEST+12.00%2hWORST-4.00%3hTYPICAL |Δ|2.38%mean absoluteCUMULATIVE+10.00%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ +2.71% · Σ +19.00%EUROPE · 08-16 UTCμ -1.37% · Σ -11.00%US · 16-24 UTCμ +0.38% · Σ +3.00%CUMULATIVE Δ PATH · final +10.00%+19.00%0.00%0.00% · 1h0.00% · 1h·1h12.00% · 2h12.00% · 2h12.00%2h★ BEST-4.00% · 3h-4.00% · 3h-4.00%3h▼ WORST0.50% · 4h0.50% · 4h0.50%4h5.50% · 5h5.50% · 5h5.50%5h-1.00% · 6h-1.00% · 6h-1.00%6h6.00% · 7h6.00% · 7h6.00%7h-2.00% · 8h-2.00% · 8h-2.00%8h-4.00% · 9h-4.00% · 9h-4.00%9h-2.00% · 10h-2.00% · 10h-2.00%10h2.50% · 11h2.50% · 11h2.50%11h-3.50% · 12h-3.50% · 12h-3.50%12h-1.00% · 13h-1.00% · 13h-1.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h-1.00% · 17h-1.00% · 17h-1.00%17h4.00% · 18h4.00% · 18h4.00%18h-1.00% · 19h-1.00% · 19h-1.00%19h-1.00% · 20h-1.00% · 20h-1.00%20h1.00% · 21h1.00% · 21h1.00%21h2.00% · 22h2.00% · 22h2.00%22h-1.00% · 23h-1.00% · 23h-1.00%23h-1.00% · 24h-1.00% · 24h-1.00%24hTIME PATTERNAsia-led (+19.00%)RUNSup max 2 · down max 3BREADTH33% up · 54% down · 13% flat
8 up bars · 13 down · best 12.00% · worst -4.00% · typical |Δ| 2.375%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +8.95%FINAL+8.95%MAX DD-11.51%RECOVERYONGOING · 17 barsMAX RUN-UP+19.63%UNDERWATER20/25 (80%)STREAK↘ 2EQUITY CURVE · end 1.0895 · peak 1.1963 · range [1.0000, 1.1963]1.19631.0000break-even = 1★ PEAK 1.1963UNDERWATER DRAWDOWN · max -11.51% · significant0%-11.51%▼ TROUGH -11.51%TOP DRAWDOWN PERIODS · 3 total#1 -11.51%bar 9-25 · 17 bars · ONGOING#2 -4.00%bar 4-5 · 2 bars · recovered#3 -1.00%bar 7-7 · 1 bars · recoveredDD SEVERITYsignificant (max -11.51%)RECOVERYongoing · 17 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0895 (8.95%) · max DD -11.51% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −8 (58% positive) · μ=-3.20 · σ=36.19MIXED EDGELAST -11.74 (-0.24σ vs μ)79.1439.570.00-39.57-79.14μ = -3.2035.4835.4851.2351.2319.1019.1019.1019.109.189.18-2.13-2.13-11.93-11.93-67.34-67.34-60.42-60.42-38.68-38.68-24.01-24.01-79.14-79.148.048.048.048.048.048.0415.8715.8730.2130.2130.2130.21-11.74-11.74v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -11.736 · range [-79.14, 51.23] · μ -3.203 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=269.1608 · σ=130.4310 · range [119.9208, 541.4499] · R²=0.758▼ FALLING -76.74%σ EXTREME 48.46%LAST 124.4026541.4499436.0676330.6854225.3031119.9208μ = 269.1608max 541.4499min 119.9208dataMA(3)OLS R²=0.76μ lineμ ± σ bandmaxmin
latest 124.40% · range [119.92%, 541.45%] · μ 269.16% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.285 · σ=0.205MEAN-REVERSIONLAST 0.129 (+2.02σ vs μ)0.6120.3060.000-0.306-0.612μ = -0.285-0.537-0.537-0.430-0.430-0.391-0.391-0.246-0.246-0.080-0.080-0.107-0.107-0.166-0.166-0.324-0.324-0.352-0.352-0.612-0.612-0.382-0.3820.1410.141-0.143-0.143-0.453-0.453-0.391-0.391-0.437-0.437-0.396-0.396-0.240-0.2400.1290.129v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.129 · |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
26.0237
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
4.3226
p-VALUE (log scale)
0.5055
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
-3.2653
p-VALUE (log scale)
0.0180
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
0.5215
p-VALUE (log scale)
0.6020
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1356
p-VALUE (log scale)
0.4692
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
-1.5879
p-VALUE (log scale)
0.1123
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.517 ≈ 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=1.23e-3 · top T=2.67h (20.5%) · top-3 cover 46.4%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)3.0e-32.3e-31.5e-37.5e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.28e-3 · 8.7% energyperiod 24.0 · power 1.28e-3 · 8.7% energyperiod 12.0 · power 7.26e-4 · 4.9% energyperiod 12.0 · power 7.26e-4 · 4.9% energyperiod 8.0 · power 1.20e-5 · 0.1% energyperiod 8.0 · power 1.20e-5 · 0.1% energyperiod 6.0 · power 2.57e-4 · 1.7% energyperiod 6.0 · power 2.57e-4 · 1.7% energyperiod 4.8 · power 1.57e-3 · 10.7% energyperiod 4.8 · power 1.57e-3 · 10.7% energyperiod 4.0 · power 1.85e-3 · 12.6% energyperiod 4.0 · power 1.85e-3 · 12.6% energyperiod 3.4 · power 1.24e-3 · 8.4% energyperiod 3.4 · power 1.24e-3 · 8.4% energyperiod 3.0 · power 1.59e-3 · 10.8% energyperiod 3.0 · power 1.59e-3 · 10.8% energyperiod 2.7 · power 3.02e-3 · 20.5% energyperiod 2.7 · power 3.02e-3 · 20.5% energyperiod 2.4 · power 1.15e-3 · 7.8% energyperiod 2.4 · power 1.15e-3 · 7.8% energyperiod 2.2 · power 1.96e-3 · 13.3% energyperiod 2.2 · power 1.96e-3 · 13.3% energyperiod 2.0 · power 6.67e-5 · 0.5% energyperiod 2.0 · power 6.67e-5 · 0.5% energy50% by T=3.0h#1 dominantT=2.67h#2T=2.18h#3T=4.00hT=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 ≈ 2.67h (freq 0.375) · concentrates 20.5% of total energy · Σ|X̂|²/n = 1.473e-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 0.3 d · σ/bar 0.148pp · expected |Δp| over horizon 0.36ppterminal variance p(1−p) = 0.2500 · n = 2565✓ n = 2565
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.148pp
one-bar volatility · logit-free
Per-day movedaily
0.73pp
σ × √24
Per-horizon move0d
0.36pp
σ × √6
Terminal variancebinary
0.2500
p(1−p) at resolution
Current pricep
50.5¢
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

VaR · ES · max drawdown
VaR₉₅ 0.25pp · ES₉₅ 0.31pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 2565
VaR 95%
0.25pp
1.645·σ (parametric) of Δp
ES 95%
0.31pp
mean of the tail
Max drawdown
12.0pp
peak 54.0¢ → trough 47.5¢
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
50.5%
= price
Decimal oddsEU
1.980
total return per $1
AmericanUS
-102
risk $102 to win $100
FractionalUK
0.98 / 1
profit per $1 risked
Profit per $100stake
+$98.02
clean dollar framing
-1000-5000+500+1000020406080100you · 50.5%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)
1.000 bit
max 1.0 at p = 0.5
Your entropyH(q)
1.000 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.99 bit
self-information
Surprise · NO−log₂(1−p)
1.01 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
31867385211987925701696042012772036156561382644688734856312468506547392739862
NO token ID
34730098823282204056880725250863591694415190633560416900548276632326632294207
Snapshot fetched
2026-06-14 09:49:19 UTC
Snapshot age
184ms
History points
25 CLOB mids
Page rendered
2026-06-14 09:49:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
ccb67ac4da3eed22e26123b8ec3ec506bbe91ffdfb330c92bdddb10bcb140ea6 · 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 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
0.495000
(best bid + best ask) / 2
Spread
202.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.284
bid-heavy
Imbalance (top-5)
-0.158
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-june-30-2026-837-641-896-877-363-892-537-597/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.506968241.78bp0.5100002FILLED
BUY$10.00K0.517415452.82bp0.5200003FILLED
BUY$100.00K0.6446743023.73bp0.79000027FILLED
SELL$1.00K0.490000101.01bp0.4900001FILLED
SELL$10.00K0.482176259.08bp0.4700003FILLED
SELL$100.00K0.1347917276.94bp0.04000046FILLED

Risk metrics

▸ sovereign store · 2,565 barsperiods/year ≈ 1.75M
Realized vol (annualised)
391.76%
σ per bar = 0.002959
Mean return (annualised)
-2655.18%
μ per bar = -0.000015
Sharpe (rf=0)
-6.78
annualised; risk-free assumed zero
Max drawdown
12.04%
peak 0.54 → trough 0.47 over 1187 bars

/api/asset/pm-us-x-iran-permanent-peace-deal-by-june-30-2026-837-641-896-877-363-892-537-597/risk · same metrics, JSON