POLYMARKET · PREDICTION MARKET · JD VANCE DIPLOMATIC MEETING WITH IRAN BY...?

Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?

YES · live
36.5¢
NO · live
63.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-jd-vance-have-a-diplomatic-meeting-with-iran-by-june-30-2026 · fresh · feed 1s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
526.74%
max drawdown
25.68%
sharpe
—
ulcer index
15.38%
RMS drawdown
pain index
13.15%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
25.68%
cond. drawdown
gain/pain
1.28
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.28
upside/downside
roll spread
4.0 bps
implied (price-only)
bars used
1026
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-jd-vance-have-a-diplomatic-meeting-with-iran-by-june-30-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH1.5s⏱--:--:-- 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
36.5¢
NO · live
63.5¢
YES price · live 24h
n=25 · μ=0.3864 · σ=0.0762 · range [0.2800, 0.5550] · R²=0.520▼ FALLING -8.64%σ EXTREME 19.73%LAST 0.37000.55500.48630.41750.34880.2800μ = 0.3864max 0.5550min 0.2800dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 37.00¢
YES / NO split · live
YES 36.5%NO 63.5%NO63.5%63.50¢ · odds 1/1.57
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.947 / 1.00 bits (95%) · high uncertainty
YES
36.5%36.5¢2.74×▬ +0.00pp
NO
63.5%63.5¢1.57×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=9,450 · μ=393.8 · σ=427.4 · CV=1.09BURSTY · concentratedcumulative energy ↗ · 50% by h=1004388751,3131,750μ = 3941,75050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 9450bp moved · peak 1750bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
1.5s
▲YES mid
36.50¢ (36.50%)
▼NO mid
63.50¢ (63.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$31.0k
≋liquidity $
$21.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3864 · σ=0.0762 · range [0.2800, 0.5550] · R²=0.520▼ FALLING -8.64%σ EXTREME 19.73%LAST 0.37000.55500.48630.41750.34880.2800μ = 0.3864max 0.5550min 0.2800dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 37.00¢
NO price · CLOB mid
n=25 · μ=0.6136 · σ=0.0762 · range [0.4450, 0.7200] · R²=0.520▲ RISING +5.88%σ HIGH 12.42%LAST 0.63000.72000.65120.58250.51370.4450μ = 0.6136max 0.7200min 0.4450dataMA(5)OLS R²=0.52μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 63.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0031 · σ=0.0535 · skew=1.04 (right-skewed) · kurt=1.75 (leptokurtic (fat tails))975201-9.58ppbin -9.58pp · n=1 · 11.1% peakbin -9.58pp · n=1 · 11.1% peak3-6.73ppbin -6.73pp · n=3 · 33.3% peakbin -6.73pp · n=3 · 33.3% peak3-3.88ppbin -3.88pp · n=3 · 33.3% peakbin -3.88pp · n=3 · 33.3% peak9-1.03ppbin -1.03pp · n=9 · 100.0% peakbin -1.03pp · n=9 · 100.0% peak41.82ppbin 1.82pp · n=4 · 44.4% peakbin 1.82pp · n=4 · 44.4% peak14.68ppbin 4.68pp · n=1 · 11.1% peakbin 4.68pp · n=1 · 11.1% peak27.53ppbin 7.53pp · n=2 · 22.2% peakbin 7.53pp · n=2 · 22.2% peak10.38pp13.23pp116.08ppbin 16.08pp · n=1 · 11.1% peakbin 16.08pp · n=1 · 11.1% 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=0.88 · kurt=1.85 · near 19 / mid 4 / far 1 · OLS slope=0.98 intercept=-0.00MODERATE DEPARTURE · SOME OUTLIERSUPPER 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=25RIGHT-SKEWED (G₁=0.66)
μ MEAN38.64¢95% CI: [35.65¢, 41.63¢]
σ STD DEV7.62ppσ² = 58.094 · CV = 19.73%
med MEDIAN36.50¢Q₁ 33.00¢ · Q₃ 42.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 27.50pp · IQR 9.50pp (1.349σ→10.28pp)
min 28.00¢Q₁ 33.00¢med 36.50¢Q₃ 42.50¢max 55.50¢μ
SKEWNESS · G₁0.664right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.671mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.28
σ × 1.349 ↔ IQRconsistent with normalratio = 1.08
range ↔ σconcentrated (range < 4σ)range / σ = 3.61
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.171within white-noise band
ρ(2) AUTOCORR-0.210lag-2 not significant
H · HURST EXPONENT0.880strongly persistent
OLS TREND · t-STAT-4.993significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.880
H = 0.880STRONGLY 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=1-0.171k=2-0.210k=3+0.133k=4-0.167k=5-0.0390+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]SIGNIFICANT @ 1% (|t|=4.99)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.93very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=4.99)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 ID2126547
SLUGwill-jd-vance-ha…june-30-2026
CATEGORYJD Vance diplomatic meeting with Iran by...?
TWO-SIDED PRICINGFAVOURS NO (64¢)
PRIMARY · YES36.50¢implied prob 36.50% · decimal odds 2.74×
COUNTER · NO63.50¢implied prob 63.50% · decimal odds 1.57×
36.50¢
63.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME31.04k USD 24h
LIQUIDITY21.22k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (64¢)|primary − counter| = 0.270 · entropy 0.947 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 36.5%NO 63.5%YES p̂36.5%H = 0.947 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.74×(37¢)NO1.57×(64¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.947 bits (95% 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 · LOWresolves 2026-06-30 00:00 UTC
9days
11hrs
57min
9.50 days·θ = 37.340 pp/day
YES →$1.00(P = 36.5%)
NO →$0.00(P = 63.5%)
current: $0.3650 · expected return per side: $0.64 on YES hit · $0.36 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.7dRESOLVESP projection · σ=7.62% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 37.340 pp/day
now9.50d left
37.340 pp/day×1.00
−25%7.12d left
43.116 pp/day×1.15
−50%4.75d left
52.806 pp/day×1.41
−75%2.37d left
74.680 pp/day×2.00
−90%22.80h left
118.079 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 17.50% · worst -11.00% · typical |Δ| 3.94%BEARISH SESSION -3.50%BEST+17.50%10hWORST-11.00%11hTYPICAL |Δ|3.94%mean absoluteCUMULATIVE-3.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ -0.94% · Σ -7.50%US · 16-24 UTCμ +0.62% · Σ +5.00%CUMULATIVE Δ PATH · final -3.50%+15.00%-12.50%7.50% · 1h7.50% · 1h7.50%1h7.50% · 2h7.50% · 2h7.50%2h-7.00% · 3h-7.00% · 3h-7.00%3h0.00% · 4h0.00% · 4h·4h-1.50% · 5h-1.50% · 5h-1.50%5h-8.00% · 6h-8.00% · 6h-8.00%6h0.50% · 7h0.50% · 7h0.50%7h-3.00% · 8h-3.00% · 8h-3.00%8h-0.50% · 9h-0.50% · 9h-0.50%9h17.50% · 10h17.50% · 10h17.50%10h★ BEST-11.00% · 11h-11.00% · 11h-11.00%11h▼ WORST-6.50% · 12h-6.50% · 12h-6.50%12h0.00% · 13h0.00% · 13h·13h0.00% · 14h0.00% · 14h·14h-4.00% · 15h-4.00% · 15h-4.00%15h-2.00% · 16h-2.00% · 16h-2.00%16h0.00% · 17h0.00% · 17h·17h3.00% · 18h3.00% · 18h3.00%18h-5.00% · 19h-5.00% · 19h-5.00%19h3.00% · 20h3.00% · 20h3.00%20h-0.50% · 21h-0.50% · 21h-0.50%21h4.00% · 22h4.00% · 22h4.00%22h2.50% · 23h2.50% · 23h2.50%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+5.00%)RUNSup max 2 · down max 2BREADTH33% up · 46% down · 21% flat
8 up bars · 11 down · best 17.50% · worst -11.00% · typical |Δ| 3.938%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -7.10%FINAL-7.10%MAX DD-26.42%RECOVERYONGOING · 22 barsMAX RUN-UP+15.56%UNDERWATER22/25 (88%)STREAK▬ 0EQUITY CURVE · end 0.9290 · peak 1.1556 · range [0.8503, 1.1556]1.15560.8503break-even = 1★ PEAK 1.1556UNDERWATER DRAWDOWN · max -26.42% · severe0%-26.42%▼ TROUGH -26.42%TOP DRAWDOWN PERIODS · 1 total#1 -26.42%bar 4-25 · 22 bars · ONGOINGDD SEVERITYsevere (max -26.42%)RECOVERYongoing · 22 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.9290 (-7.10%) · max DD -26.42% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-19.25 · σ=34.66UNPROFITABLE STRATEGYLAST 19.02 (+1.10σ vs μ)85.8342.910.00-42.91-85.83μ = -19.25-3.47-3.47-23.46-23.46-82.63-82.63-61.84-61.848.978.97-7.04-7.04-4.79-4.79-5.59-5.59-0.80-0.80-6.35-6.35-85.83-85.83-72.46-72.46-19.95-19.95-42.39-42.39-22.74-22.74-7.64-7.6421.0021.0032.2532.2519.0219.02v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 19.016 · range [-85.83, 32.25] · μ -19.250 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=520.2471 · σ=282.3187 · range [219.4994, 933.4886] · R²=0.234▼ FALLING -51.34%σ EXTREME 54.27%LAST 307.1091933.4886754.9913576.4940397.9967219.4994μ = 520.2471max 933.4886min 219.4994dataMA(3)OLS R²=0.23μ lineμ ± σ bandmaxmin
latest 307.11% · range [219.50%, 933.49%] · μ 520.25% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.281 · σ=0.251MEAN-REVERSIONLAST -0.278 (+0.01σ vs μ)0.6680.3340.000-0.334-0.668μ = -0.2810.0680.068-0.438-0.438-0.498-0.498-0.429-0.4290.0200.020-0.392-0.392-0.269-0.269-0.270-0.270-0.276-0.276-0.276-0.2760.2530.253-0.244-0.2440.1730.173-0.295-0.295-0.442-0.442-0.668-0.668-0.616-0.616-0.464-0.464-0.278-0.278v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.278 · |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
10.2956
p-VALUE (log scale)
0.0058
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
3.4942
p-VALUE (log scale)
0.6267
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
-1.9124
p-VALUE (log scale)
0.3370
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
0.3573
p-VALUE (log scale)
0.7209
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6495
p-VALUE (log scale)
0.0181
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.5119
p-VALUE (log scale)
0.1306
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.540 ≈ 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=3.51e-3 · top T=2.67h (22.2%) · top-3 cover 56.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)9.4e-37.0e-34.7e-32.3e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.01e-3 · 4.8% energyperiod 24.0 · power 2.01e-3 · 4.8% energyperiod 12.0 · power 2.26e-3 · 5.4% energyperiod 12.0 · power 2.26e-3 · 5.4% energyperiod 8.0 · power 3.90e-3 · 9.3% energyperiod 8.0 · power 3.90e-3 · 9.3% energyperiod 6.0 · power 1.14e-3 · 2.7% energyperiod 6.0 · power 1.14e-3 · 2.7% energyperiod 4.8 · power 1.13e-3 · 2.7% energyperiod 4.8 · power 1.13e-3 · 2.7% energyperiod 4.0 · power 7.91e-3 · 18.8% energyperiod 4.0 · power 7.91e-3 · 18.8% energyperiod 3.4 · power 1.06e-3 · 2.5% energyperiod 3.4 · power 1.06e-3 · 2.5% energyperiod 3.0 · power 6.63e-3 · 15.8% energyperiod 3.0 · power 6.63e-3 · 15.8% energyperiod 2.7 · power 9.36e-3 · 22.2% energyperiod 2.7 · power 9.36e-3 · 22.2% energyperiod 2.4 · power 1.13e-3 · 2.7% energyperiod 2.4 · power 1.13e-3 · 2.7% energyperiod 2.2 · power 5.80e-4 · 1.4% energyperiod 2.2 · power 5.80e-4 · 1.4% energyperiod 2.0 · power 4.96e-3 · 11.8% energyperiod 2.0 · power 4.96e-3 · 11.8% energy50% by T=3.0h#1 dominantT=2.67h#2T=4.00h#3T=3.00hT=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 22.2% of total energy · Σ|X̂|²/n = 4.207e-2

▸ Depth section using sovereign-store price series (4870 bars · effective 1752616 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 9.5 d · σ/bar 0.777pp · expected |Δp| over horizon 11.74ppterminal variance p(1−p) = 0.2318 · n = 4870✓ n = 4870
μ per bar
-0.006pp
average Δp · drift
σ per bar
0.777pp
one-bar volatility · logit-free
Per-day movedaily
3.81pp
σ × √24
Per-horizon move9d
11.74pp
σ × √227.95707277777777
Terminal variancebinary
0.2318
p(1−p) at resolution
Current pricep
36.5¢
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 1.28pp · ES₉₅ 1.61pp · method parametric · drift-correcteddrift -0.006pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 4870
VaR 95%
1.28pp
1.645·σ (parametric) of Δp
ES 95%
1.61pp
mean of the tail
Max drawdown
66.9pp
peak 83.0¢ → trough 27.5¢
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

Odds conversion · every dialect a bettor thinks in
Implied probabilityP
36.5%
= price
Decimal oddsEU
2.740
total return per $1
AmericanUS
+174
$100 wins $174
FractionalUK
1.74 / 1
profit per $1 risked
Profit per $100stake
+$173.97
clean dollar framing
-1000-5000+500+1000020406080100you · 36.5%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)
0.947 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.947 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.45 bit
self-information
Surprise · NO−log₂(1−p)
0.66 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
96256282149059334145104229731621903474625551105714342346451402267699842815072
NO token ID
7481178834803412470854311692383161037480911785167149926314340558372220497150
Snapshot fetched
2026-06-20 12:02:32 UTC
Snapshot age
1.5s
History points
25 CLOB mids
Page rendered
2026-06-20 12:02:34 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6dedc57d8836d86282bdfe8e1fa991a1480ca04decbccbb3e8e8d5c20380ef4a · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,660HL PERPHYPE-USD perpetual$71.05HL PERPETH-USD perpetual$1,727.1

Also see: /arb opportunities · RSS feed · more in JD Vance diplomatic meeting with Iran 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
0.370000
(best bid + best ask) / 2
Spread
540.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.314
bid-heavy
Imbalance (top-5)
-0.660
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-will-jd-vance-have-a-diplomatic-meeting-with-iran-by-june-30-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.4377781831.84bp0.5000008FILLED
BUY$10.00K0.6326037097.39bp0.74000021FILLED
BUY$100.00K0.87005513515.01bp0.99000041PARTIAL
SELL$1.00K0.2036524495.90bp0.15000016FILLED
SELL$10.00K0.0457928762.37bp0.01000029PARTIAL
SELL$100.00K0.0457928762.37bp0.01000029PARTIAL

Risk metrics

▸ sovereign store · 4,870 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2023.69%
σ per bar = 0.015286
Mean return (annualised)
-21593.27%
μ per bar = -0.000123
Sharpe (rf=0)
-10.67
annualised; risk-free assumed zero
Max drawdown
66.87%
peak 0.83 → trough 0.28 over 3603 bars

/api/asset/pm-will-jd-vance-have-a-diplomatic-meeting-with-iran-by-june-30-2026/risk · same metrics, JSON