POLYMARKET · PREDICTION MARKET · WILL FRANCE, UK, OR GERMANY STRIKE IRAN BY JUNE 30?
Will France, UK, or Germany strike Iran by June 30?
1.4¢
98.7¢
▸ Advanced metrics · M2M bundle
polymarket · will-france-uk-or-germany-strike-iran-by-june-30-259 · fresh · feed 0s oldrealized 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-will-france-uk-or-germany-strike-iran-by-june-30-259/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
1.4¢
NO · live
98.7¢
25 ticks · last 1.40¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.103 / 1.00 bits (10%) · informative — one side favoured
YES1.4%1.4¢74.07×▬ +0.00pp
NO98.7%98.7¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 250bp moved · peak 55bp · n=24 ticks
3ms
1.35¢ (1.35%)
98.65¢ (98.65%)
100.00%
0.000pp
$72.5k
$70.4k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 1.40¢
25 NO observations from clob.polymarket.com · last 98.60¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25RIGHT-SKEWED (G₁=0.69)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.688right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.348mesokurtic · normal-like
−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) -0.23 + ADF rejected
HURST EXPONENT [0, 1]
H = 0.960STRONGLY PERSISTENT
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
1.35¢
98.65¢
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
YES74.07×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.103 bits (10% of max) · informative — one side strongly favoured
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 2026-06-30 00:00 UTC
15days
04hrs
48min
YES →$1.00
NO →$0.00
current: $0.0135 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.809 pp/day
now15.20d left0.809 pp/day×1.00
−25%11.40d left0.934 pp/day×1.15
−50%7.60d left1.144 pp/day×1.41
−75%3.80d left1.618 pp/day×2.00
−90%1.52d left2.558 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 0.55% · worst -0.30% · typical |Δ| 0.104%
§10 · Equity curve & underwater drawdown
final equity 1.0020 (0.20%) · max DD -0.70% · time-under-water 21/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 60.415 · range [-69.53, 60.42] · μ 5.390 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 2.42% · range [1.91%, 29.51%] · μ 14.20% · σ̂ scaled to annualised (×√8760)
latest -0.333 · |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
17.2063
p-VALUE (log scale)
0.0002
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
3.6887
p-VALUE (log scale)
0.5974
Dickey-Fuller (τ_μ)
REJECT H₀*H₀: p has a unit root (non-stationary)
STATISTIC
-2.9483
p-VALUE (log scale)
0.0415
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.5563
p-VALUE (log scale)
0.5780
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.0685
p-VALUE (log scale)
0.5000
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.5578
p-VALUE (log scale)
0.5770
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 ≈ 2.40h (freq 0.417) · concentrates 21.0% of total energy · Σ|X̂|²/n = 3.844e-5
§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 15.2 d · σ/bar 0.177pp · expected |Δp| over horizon 3.38ppterminal variance p(1−p) = 0.0138 · n = 25⚠ low confidence · n < 100
μ per bar
+0.008pp
average Δp · drift
σ per bar
0.177pp
one-bar volatility · logit-free
Per-day movedaily
0.87pp
σ × √24
Per-horizon move15d
3.38pp
σ × √364.81364499999995
Terminal variancebinary
0.0138
p(1−p) at resolution
Current pricep
1.4¢
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 0.26pp · ES₉₅ 0.28pp · method empirical · drift-correcteddrift +0.008pp/bar · quantised: no · median step 0.05pp · unique ratio 0.44⊘ disabled · n < 30
VaR 95%
0.26pp
5th percentile of Δp
ES 95%
0.28pp
mean of the tail
Max drawdown
40.0pp
peak 1.8¢ → trough 1.1¢
Median step
0.05pp
price bucket granularity
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
1.4%
= price
Decimal oddsEU
74.074
total return per $1
AmericanUS
+7307
$100 wins $7307
FractionalUK
73.07 / 1
profit per $1 risked
Profit per $100stake
+$7307.41
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)
0.103 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.103 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.21 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
7328072973899355705297677072418607468586389403280574518335559515248500056682- NO token ID
112418822297470572658312548631220776645321771603729476024056332596414394278374- Snapshot fetched
- 2026-06-14 19:11:10 UTC
- Snapshot age
- 3ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 19:11:10 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
096f4061ddc37c753bab53748c0d22562802dd8e1ea4020f7edca66a78b32880· 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 Will France, UK, or Germany strike Iran by June 30?
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
0.014000
(best bid + best ask) / 2
Spread
1428.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.454
ask-heavy
Imbalance (top-5)
+0.411
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-will-france-uk-or-germany-strike-iran-by-june-30-259/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.049362 | 25258.78bp | 0.095000 | 32 | FILLED |
| BUY | $10.00K | 0.228056 | 152896.83bp | 0.590000 | 94 | FILLED |
| BUY | $100.00K | 0.627247 | 438033.73bp | 0.900000 | 139 | FILLED |
| SELL | $1.00K | 0.002090 | 8507.48bp | 0.001000 | 12 | PARTIAL |
| SELL | $10.00K | 0.002090 | 8507.48bp | 0.001000 | 12 | PARTIAL |
| SELL | $100.00K | 0.002090 | 8507.48bp | 0.001000 | 12 | PARTIAL |
Risk metrics
▸ upstream candles · 25 barsRealized vol (annualised)
—
σ per bar = 0.125216
Mean return (annualised)
—
μ per bar = 0.006423
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
40.00%
peak 0.02 → trough 0.01 over 6 bars
/api/asset/pm-will-france-uk-or-germany-strike-iran-by-june-30-259/risk · same metrics, JSON