POLYMARKET · PREDICTION MARKET · WHO WILL SIGN U.S. X IRAN DEAL?

Will Donald Trump sign a U.S. x Iran deal by July 31?

YES · live
31.5¢
NO · live
68.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-donald-trump-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067 · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
841.99%
max drawdown
50.00%
sharpe
—
ulcer index
24.94%
RMS drawdown
pain index
19.24%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
48.78%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
4.7 bps
implied (price-only)
bars used
1137
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-donald-trump-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7.0s⏱--:--:-- 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
31.5¢
NO · live
68.5¢
YES price · live 24h
n=25 · μ=0.4726 · σ=0.0751 · range [0.3150, 0.6100] · R²=0.048▼ FALLING -30.77%σ EXTREME 15.88%LAST 0.31500.61000.53630.46250.38870.3150μ = 0.4726max 0.6100min 0.3150dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 31.50¢
YES / NO split · live
YES 31.5%NO 68.5%NO68.5%68.50¢ · odds 1/1.46
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.899 / 1.00 bits (90%) · high uncertainty
YES
31.5%31.5¢3.17×▬ +0.00pp
NO
68.5%68.5¢1.46×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=9,200 · μ=383.3 · σ=526.6 · CV=1.37BURSTY · concentratedcumulative energy ↗ · 50% by h=1805251,0501,5752,100μ = 3832,10050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 9200bp moved · peak 2100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7.0s
▲YES mid
31.50¢ (31.50%)
▼NO mid
68.50¢ (68.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.4k
≋liquidity $
$34.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4726 · σ=0.0751 · range [0.3150, 0.6100] · R²=0.048▼ FALLING -30.77%σ EXTREME 15.88%LAST 0.31500.61000.53630.46250.38870.3150μ = 0.4726max 0.6100min 0.3150dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 31.50¢
NO price · CLOB mid
n=25 · μ=0.5274 · σ=0.0751 · range [0.3900, 0.6850] · R²=0.048▲ RISING +25.69%σ HIGH 14.23%LAST 0.68500.68500.61130.53750.46370.3900μ = 0.5274max 0.6850min 0.3900dataMA(5)OLS R²=0.05μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 68.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0069 · σ=0.0603 · skew=-1.01 (left-skewed) · kurt=2.19 (leptokurtic (fat tails))13107301-19.38ppbin -19.38pp · n=1 · 7.7% peakbin -19.38pp · n=1 · 7.7% peak-16.13pp-12.88pp2-9.62ppbin -9.62pp · n=2 · 15.4% peakbin -9.62pp · n=2 · 15.4% peak1-6.37ppbin -6.37pp · n=1 · 7.7% peakbin -6.37pp · n=1 · 7.7% peak2-3.12ppbin -3.12pp · n=2 · 15.4% peakbin -3.12pp · n=2 · 15.4% peak130.13ppbin 0.13pp · n=13 · 100.0% peakbin 0.13pp · n=13 · 100.0% peak23.38ppbin 3.38pp · n=2 · 15.4% peakbin 3.38pp · n=2 · 15.4% peak16.63ppbin 6.63pp · n=1 · 7.7% peakbin 6.63pp · n=1 · 7.7% peak29.88ppbin 9.88pp · n=2 · 15.4% peakbin 9.88pp · n=2 · 15.4% 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=-0.97 · kurt=2.77 · near 10 / mid 13 / far 1 · OLS slope=0.95 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-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=-0.74)
μ MEAN47.26¢95% CI: [44.32¢, 50.20¢]
σ STD DEV7.51ppσ² = 56.357 · CV = 15.88%
med MEDIAN49.50¢Q₁ 44.00¢ · Q₃ 52.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 29.50pp · IQR 8.00pp (1.349σ→10.13pp)
min 31.50¢Q₁ 44.00¢med 49.50¢Q₃ 52.00¢max 61.00¢μ
SKEWNESS · G₁-0.743left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.045mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.30
σ × 1.349 ↔ IQRdiverges from normalratio = 1.27
range ↔ σconcentrated (range < 4σ)range / σ = 3.93
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-0.166within white-noise band
ρ(2) AUTOCORR-0.028lag-2 not significant
H · HURST EXPONENT1.021strongly persistent
OLS TREND · t-STAT-1.071fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 1.021
H = 1.021STRONGLY 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=1-0.166k=2-0.028k=3+0.133k=4-0.246k=5-0.0930+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|=1.07)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.07)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 ID2512435
SLUGwill-donald-trum…611235950067
CATEGORYWho will sign U.S. x Iran deal?
TWO-SIDED PRICINGFAVOURS NO (69¢)
PRIMARY · YES31.50¢implied prob 31.50% · decimal odds 3.17×
COUNTER · NO68.50¢implied prob 68.50% · decimal odds 1.46×
31.50¢
68.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME24.43k USD 24h
LIQUIDITY34.07k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (69¢)|primary − counter| = 0.370 · entropy 0.899 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 31.5%NO 68.5%YES p̂31.5%H = 0.899 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES3.17×(32¢)NO1.46×(69¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.899 bits (90% 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 2026-08-01 03:59 UTC
47days
16hrs
49min
47.70 days·θ = 36.777 pp/day
YES →$1.00(P = 31.5%)
NO →$0.00(P = 68.5%)
current: $0.3150 · expected return per side: $0.69 on YES hit · $0.32 on NO hit
0%25%50%75%100%YES $1NO $0NOW+23.9dRESOLVESP projection · σ=7.51% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 36.777 pp/day
now47.70d left
36.777 pp/day×1.00
−25%35.78d left
42.467 pp/day×1.15
−50%23.85d left
52.011 pp/day×1.41
−75%11.93d left
73.554 pp/day×2.00
−90%4.77d left
116.300 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 11.50% · worst -21.00% · typical |Δ| 3.83%MILD BEARISH -14.00%BEST+11.50%5hWORST-21.00%22hTYPICAL |Δ|3.83%mean absoluteCUMULATIVE-14.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.86% · Σ +6.00%EUROPE · 08-16 UTCμ -0.94% · Σ -7.50%US · 16-24 UTCμ -1.56% · Σ -12.50%CUMULATIVE Δ PATH · final -14.00%+15.50%-14.00%-1.00% · 1h-1.00% · 1h-1.00%1h1.00% · 2h1.00% · 2h1.00%2h-5.00% · 3h-5.00% · 3h-5.00%3h3.00% · 4h3.00% · 4h3.00%4h11.50% · 5h11.50% · 5h11.50%5h★ BEST-4.00% · 6h-4.00% · 6h-4.00%6h0.50% · 7h0.50% · 7h0.50%7h0.00% · 8h0.00% · 8h·8h0.50% · 9h0.50% · 9h0.50%9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.50% · 12h0.50% · 12h0.50%12h-8.00% · 13h-8.00% · 13h-8.00%13h-1.00% · 14h-1.00% · 14h-1.00%14h0.50% · 15h0.50% · 15h0.50%15h5.50% · 16h5.50% · 16h5.50%16h0.00% · 17h0.00% · 17h·17h11.50% · 18h11.50% · 18h11.50%18h-10.50% · 19h-10.50% · 19h-10.50%19h4.50% · 20h4.50% · 20h4.50%20h-2.50% · 21h-2.50% · 21h-2.50%21h-21.00% · 22h-21.00% · 22h-21.00%22h▼ WORST0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+6.00%)RUNSup max 2 · down max 2BREADTH42% up · 33% down · 25% flat
10 up bars · 8 down · best 11.50% · worst -21.00% · typical |Δ| 3.833%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -17.54%FINAL-17.54%MAX DD-27.96%RECOVERYONGOING · 6 barsMAX RUN-UP+14.47%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.8246 · peak 1.1447 · range [0.8246, 1.1447]1.14470.8246break-even = 1★ PEAK 1.1447UNDERWATER DRAWDOWN · max -27.96% · severe0%-27.96%▼ TROUGH -27.96%TOP DRAWDOWN PERIODS · 3 total#1 -27.96%bar 20-25 · 6 bars · ONGOING#2 -11.25%bar 7-18 · 12 bars · recovered#3 -5.01%bar 2-5 · 4 bars · recoveredDD SEVERITYsevere (max -27.96%)RECOVERYongoing · 6 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.8246 (-17.54%) · max DD -27.96% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=0.91 · σ=33.18MIXED EDGELAST -49.47 (-1.52σ vs μ)85.4442.720.00-42.72-85.44μ = 0.9114.3314.3318.4418.4415.7515.7534.4334.4325.3625.36-27.02-27.0285.4485.44-32.53-32.53-37.68-37.68-37.68-37.68-8.96-8.96-8.96-8.9620.1920.1912.7812.7824.3624.3617.4917.49-24.51-24.51-24.51-24.51-49.47-49.47v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -49.466 · range [-49.47, 85.44] · μ 0.908 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=541.9799 · σ=274.7439 · range [25.6320, 1072.0597] · R²=0.374▲ RISING +55.39%σ EXTREME 50.69%LAST 870.69231072.0597810.4528548.8459287.238925.6320μ = 541.9799max 1072.0597min 25.6320dataMA(3)OLS R²=0.37μ lineμ ± σ bandmaxmin
latest 870.69% · range [25.63%, 1072.06%] · μ 541.98% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.256 · σ=0.210MEAN-REVERSIONLAST -0.286 (-0.14σ vs μ)0.6690.3340.000-0.334-0.669μ = -0.256-0.240-0.240-0.235-0.235-0.229-0.229-0.240-0.240-0.335-0.335-0.117-0.117-0.500-0.500-0.074-0.074-0.142-0.142-0.175-0.1750.0290.0290.0510.0510.0050.005-0.511-0.511-0.669-0.669-0.658-0.658-0.193-0.193-0.342-0.342-0.286-0.286v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.286 · |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
18.2738
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
3.4644
p-VALUE (log scale)
0.6313
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
-1.7559
p-VALUE (log scale)
0.4115
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
0.5471
p-VALUE (log scale)
0.5843
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1662
p-VALUE (log scale)
0.4158
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
-0.5547
p-VALUE (log scale)
0.5791
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.831 ≈ 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=4.13e-3 · top T=2.67h (23.5%) · top-3 cover 53.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.2e-28.7e-35.8e-32.9e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.52e-3 · 3.1% energyperiod 24.0 · power 1.52e-3 · 3.1% energyperiod 12.0 · power 7.25e-3 · 14.6% energyperiod 12.0 · power 7.25e-3 · 14.6% energyperiod 8.0 · power 3.04e-3 · 6.1% energyperiod 8.0 · power 3.04e-3 · 6.1% energyperiod 6.0 · power 1.48e-3 · 3.0% energyperiod 6.0 · power 1.48e-3 · 3.0% energyperiod 4.8 · power 3.78e-3 · 7.6% energyperiod 4.8 · power 3.78e-3 · 7.6% energyperiod 4.0 · power 3.97e-3 · 8.0% energyperiod 4.0 · power 3.97e-3 · 8.0% energyperiod 3.4 · power 9.41e-4 · 1.9% energyperiod 3.4 · power 9.41e-4 · 1.9% energyperiod 3.0 · power 7.41e-3 · 15.0% energyperiod 3.0 · power 7.41e-3 · 15.0% energyperiod 2.7 · power 1.17e-2 · 23.5% energyperiod 2.7 · power 1.17e-2 · 23.5% energyperiod 2.4 · power 2.26e-3 · 4.6% energyperiod 2.4 · power 2.26e-3 · 4.6% energyperiod 2.2 · power 5.40e-3 · 10.9% energyperiod 2.2 · power 5.40e-3 · 10.9% energyperiod 2.0 · power 8.17e-4 · 1.6% energyperiod 2.0 · power 8.17e-4 · 1.6% energy50% by T=3.0h#1 dominantT=2.67h#2T=3.00h#3T=12.00hT=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 23.5% of total energy · Σ|X̂|²/n = 4.953e-2

▸ Depth section using sovereign-store price series (1137 bars · effective 1752908 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 47.7 d · σ/bar 0.636pp · expected |Δp| over horizon 21.52ppterminal variance p(1−p) = 0.2158 · n = 1137✓ n = 1137
μ per bar
-0.011pp
average Δp · drift
σ per bar
0.636pp
one-bar volatility · logit-free
Per-day movedaily
3.12pp
σ × √24
Per-horizon move48d
21.52pp
σ × √1144.8190283333333
Terminal variancebinary
0.2158
p(1−p) at resolution
Current pricep
31.5¢
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 1.06pp · ES₉₅ 1.32pp · method parametric · drift-correcteddrift -0.011pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.01✓ n = 1137
VaR 95%
1.06pp
1.645·σ (parametric) of Δp
ES 95%
1.32pp
mean of the tail
Max drawdown
50.0pp
peak 61.0¢ → trough 30.5¢
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
31.5%
= price
Decimal oddsEU
3.175
total return per $1
AmericanUS
+217
$100 wins $217
FractionalUK
2.17 / 1
profit per $1 risked
Profit per $100stake
+$217.46
clean dollar framing
-1000-5000+500+1000020406080100you · 31.5%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)
0.899 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.899 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.67 bit
self-information
Surprise · NO−log₂(1−p)
0.55 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
83417229776669942487067156786322373588659284537790911820710377293101654223247
NO token ID
38897897387634273375128129800857627514298444637981800287265410116990349035361
Snapshot fetched
2026-06-14 11:09:44 UTC
Snapshot age
7.0s
History points
25 CLOB mids
Page rendered
2026-06-14 11:09:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
88f3882993af386a06ecde93f7c1931b88fb8cecc68b0cc6c06ceb94c6dd78b4 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.4¢HL PREDSpain90.4¢HL PREDUruguay66.6¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?23¢HL PERPBTC-USD perpetual$64,489HL PERPETH-USD perpetual$1,673HL PERPHYPE-USD perpetual$60.73

Also see: /arb opportunities · RSS feed · more in Who will sign U.S. x Iran deal?

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
0.315000
(best bid + best ask) / 2
Spread
317.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.241
bid-heavy
Imbalance (top-5)
+0.182
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-will-donald-trump-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.3862102260.64bp0.50000010FILLED
BUY$10.00K0.5876988657.07bp0.69000024FILLED
BUY$100.00K0.83585016534.91bp0.97000043FILLED
SELL$1.00K0.2298902701.90bp0.18000010FILLED
SELL$10.00K0.0985616871.09bp0.05000023FILLED
SELL$100.00K0.0560238221.49bp0.01000027PARTIAL

Risk metrics

▸ sovereign store · 1,137 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1828.55%
σ per bar = 0.013811
Mean return (annualised)
-53312.72%
μ per bar = -0.000304
Sharpe (rf=0)
-29.16
annualised; risk-free assumed zero
Max drawdown
50.00%
peak 0.61 → trough 0.30 over 812 bars

/api/asset/pm-will-donald-trump-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067/risk · same metrics, JSON