POLYMARKET · PREDICTION MARKET · WHAT IRANIAN DEMANDS WILL TRUMP AGREE TO BY JUNE 30?

Will Trump agree to Iranian oil sanction relief by June 30?

YES · live
67.5¢
NO · live
32.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-trump-agree-to-iranian-oil-sanction-relief-by-june-30 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
456.13%
max drawdown
6.57%
sharpe
—
ulcer index
3.47%
RMS drawdown
pain index
2.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
6.57%
cond. drawdown
gain/pain
0.89
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.89
upside/downside
roll spread
0.7 bps
implied (price-only)
bars used
423
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-trump-agree-to-iranian-oil-sanction-relief-by-june-30/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4ms⏱--:--:-- 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
67.5¢
NO · live
32.5¢
YES price · live 24h
n=25 · μ=0.6270 · σ=0.0669 · range [0.5600, 0.7600] · R²=0.553▲ RISING +14.63%σ HIGH 10.67%LAST 0.70500.76000.71000.66000.61000.5600μ = 0.6270max 0.7600min 0.5600dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 70.50¢
YES / NO split · live
YES 67.5%NO 32.5%YES67.5%67.50¢ · odds 1/1.48
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.910 / 1.00 bits (91%) · high uncertainty
YES
67.5%67.5¢1.48×▬ +0.00pp
NO
32.5%32.5¢3.08×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,600 · μ=191.7 · σ=274.5 · CV=1.43BURSTY · concentratedcumulative energy ↗ · 50% by h=1702755508251,100μ = 1921,10050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4600bp moved · peak 1100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4ms
▲YES mid
67.50¢ (67.50%)
▼NO mid
32.50¢ (32.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$30.4k
≋liquidity $
$37.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6270 · σ=0.0669 · range [0.5600, 0.7600] · R²=0.553▲ RISING +14.63%σ HIGH 10.67%LAST 0.70500.76000.71000.66000.61000.5600μ = 0.6270max 0.7600min 0.5600dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 70.50¢
NO price · CLOB mid
n=25 · μ=0.3726 · σ=0.0670 · range [0.2400, 0.4400] · R²=0.558▼ FALLING -24.68%σ EXTREME 17.98%LAST 0.29000.44000.39000.34000.29000.2400μ = 0.3726max 0.4400min 0.2400dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 29.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0052 · σ=0.0314 · skew=0.77 (right-skewed) · kurt=2.39 (leptokurtic (fat tails))13107301-6.57ppbin -6.57pp · n=1 · 7.7% peakbin -6.57pp · n=1 · 7.7% peak-4.72pp4-2.87ppbin -2.87pp · n=4 · 30.8% peakbin -2.87pp · n=4 · 30.8% peak2-1.02ppbin -1.02pp · n=2 · 15.4% peakbin -1.02pp · n=2 · 15.4% peak130.83ppbin 0.83pp · n=13 · 100.0% peakbin 0.83pp · n=13 · 100.0% peak22.68ppbin 2.68pp · n=2 · 15.4% peakbin 2.68pp · n=2 · 15.4% peak4.53pp16.38ppbin 6.38pp · n=1 · 7.7% peakbin 6.38pp · n=1 · 7.7% peak8.23pp110.08ppbin 10.08pp · n=1 · 7.7% peakbin 10.08pp · n=1 · 7.7% 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=3.47 · near 10 / mid 13 / far 1 · OLS slope=0.93 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.36)
μ MEAN62.70¢95% CI: [60.08¢, 65.32¢]
σ STD DEV6.69ppσ² = 44.792 · CV = 10.67%
med MEDIAN59.50¢Q₁ 56.00¢ · Q₃ 68.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 20.00pp · IQR 12.50pp (1.349σ→9.03pp)
min 56.00¢Q₁ 56.00¢med 59.50¢Q₃ 68.50¢max 76.00¢μ
SKEWNESS · G₁0.429approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.364platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.48
σ × 1.349 ↔ IQRdiverges from normalratio = 0.72
range ↔ σconcentrated (range < 4σ)range / σ = 2.99
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR+0.002within white-noise band
ρ(2) AUTOCORR-0.079lag-2 not significant
H · HURST EXPONENT0.769strongly persistent
OLS TREND · t-STAT+5.333significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.769
H = 0.769STRONGLY 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+0.002k=2-0.079k=3+0.066k=4-0.037k=5-0.2340+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|=5.33)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.54high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.33)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 ID2321466
SLUGwill-trump-agree…f-by-june-30
CATEGORYWhat Iranian demands will Trump agree to by June 30?
TWO-SIDED PRICINGFAVOURS YES (68¢)
PRIMARY · YES67.50¢implied prob 67.50% · decimal odds 1.48×
COUNTER · NO32.50¢implied prob 32.50% · decimal odds 3.08×
67.50¢
32.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME30.45k USD 24h
LIQUIDITY36.95k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (68¢)|primary − counter| = 0.350 · entropy 0.910 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 67.5%NO 32.5%YES p̂67.5%H = 0.910 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.48×(68¢)NO3.08×(33¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.910 bits (91% 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 2026-06-30 00:00 UTC
15days
06hrs
58min
15.29 days·θ = 32.787 pp/day
YES →$1.00(P = 67.5%)
NO →$0.00(P = 32.5%)
current: $0.6750 · expected return per side: $0.32 on YES hit · $0.68 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.6dRESOLVESP projection · σ=6.69% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 32.787 pp/day
now15.29d left
32.787 pp/day×1.00
−25%11.47d left
37.859 pp/day×1.15
−50%7.65d left
46.368 pp/day×1.41
−75%3.82d left
65.574 pp/day×2.00
−90%1.53d left
103.682 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 11.00% · worst -7.50% · typical |Δ| 1.92%MILD BULLISH +9.00%BEST+11.00%14hWORST-7.50%19hTYPICAL |Δ|1.92%mean absoluteCUMULATIVE+9.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.79% · Σ -5.50%EUROPE · 08-16 UTCμ +1.37% · Σ +11.00%US · 16-24 UTCμ +0.50% · Σ +4.00%CUMULATIVE Δ PATH · final +9.00%+14.50%-5.50%-2.00% · 1h-2.00% · 1h-2.00%1h-2.50% · 2h-2.50% · 2h-2.50%2h1.50% · 3h1.50% · 3h1.50%3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h-2.50% · 6h-2.50% · 6h-2.50%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.50% · 10h0.50% · 10h0.50%10h-0.50% · 11h-0.50% · 11h-0.50%11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h11.00% · 14h11.00% · 14h11.00%14h★ BEST0.00% · 15h0.00% · 15h·15h1.50% · 16h1.50% · 16h1.50%16h6.00% · 17h6.00% · 17h6.00%17h1.50% · 18h1.50% · 18h1.50%18h-7.50% · 19h-7.50% · 19h-7.50%19h▼ WORST0.00% · 20h0.00% · 20h·20h-3.00% · 21h-3.00% · 21h-3.00%21h3.00% · 22h3.00% · 22h3.00%22h2.50% · 23h2.50% · 23h2.50%23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNEurope-led (+11.00%)RUNSup max 3 · down max 2BREADTH33% up · 29% down · 38% flat
8 up bars · 7 down · best 11.00% · worst -7.50% · typical |Δ| 1.917%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +8.03%FINAL+8.03%MAX DD-10.27%RECOVERYONGOING · 6 barsMAX RUN-UP+14.62%UNDERWATER19/25 (76%)STREAK↘ 1EQUITY CURVE · end 1.0803 · peak 1.1462 · range [0.9456, 1.1462]1.14620.9456break-even = 1★ PEAK 1.1462UNDERWATER DRAWDOWN · max -10.27% · significant0%-10.27%▼ TROUGH -10.27%TOP DRAWDOWN PERIODS · 2 total#1 -10.27%bar 20-25 · 6 bars · ONGOING#2 -5.44%bar 2-14 · 13 bars · recoveredDD SEVERITYsignificant (max -10.27%)RECOVERYongoing · 6 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0803 (8.03%) · max DD -10.27% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −9 (37% positive) · μ=2.53 · σ=35.82MIXED EDGELAST -22.05 (-0.69σ vs μ)71.6435.820.00-35.82-71.64μ = 2.53-51.82-51.82-34.25-34.25-12.08-12.08-38.21-38.21-28.88-28.88-36.50-36.500.000.000.000.0038.1238.1238.1238.1241.9641.9663.8363.8371.6471.6431.4931.495.335.33-5.10-5.100.000.00-13.59-13.59-22.05-22.05v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -22.048 · range [-51.82, 71.64] · μ 2.527 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=288.2188 · σ=174.6015 · range [29.5973, 579.5455] · R²=0.570▲ RISING +135.01%σ EXTREME 60.58%LAST 364.1991579.5455442.0585304.5714167.084429.5973μ = 288.2188max 579.5455min 29.5973dataMA(3)OLS R²=0.57μ lineμ ± σ bandmaxmin
latest 364.20% · range [29.60%, 579.55%] · μ 288.22% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.193 · σ=0.196MEAN-REVERSIONLAST -0.017 (+0.90σ vs μ)0.5780.2890.000-0.289-0.578μ = -0.193-0.037-0.037-0.368-0.368-0.053-0.053-0.233-0.233-0.162-0.162-0.038-0.038-0.500-0.500-0.500-0.500-0.036-0.036-0.226-0.226-0.261-0.261-0.382-0.382-0.578-0.578-0.085-0.0850.0650.0650.0630.063-0.100-0.100-0.216-0.216-0.017-0.017v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.017 · |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
25.6064
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
2.1487
p-VALUE (log scale)
0.8297
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
-0.9178
p-VALUE (log scale)
0.7823
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
0.2872
p-VALUE (log scale)
0.7740
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6414
p-VALUE (log scale)
0.0189
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
-0.0422
p-VALUE (log scale)
0.9663
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.987 ≈ 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=1.11e-3 · top T=3.00h (12.8%) · top-3 cover 36.4%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.7e-31.3e-38.6e-44.3e-40.0e+0μ noise floorperiod 24.0 · power 1.27e-3 · 9.5% energyperiod 24.0 · power 1.27e-3 · 9.5% energyperiod 12.0 · power 1.13e-3 · 8.4% energyperiod 12.0 · power 1.13e-3 · 8.4% energyperiod 8.0 · power 1.38e-3 · 10.3% energyperiod 8.0 · power 1.38e-3 · 10.3% energyperiod 6.0 · power 8.47e-4 · 6.3% energyperiod 6.0 · power 8.47e-4 · 6.3% energyperiod 4.8 · power 1.45e-3 · 10.8% energyperiod 4.8 · power 1.45e-3 · 10.8% energyperiod 4.0 · power 5.21e-4 · 3.9% energyperiod 4.0 · power 5.21e-4 · 3.9% energyperiod 3.4 · power 1.71e-3 · 12.8% energyperiod 3.4 · power 1.71e-3 · 12.8% energyperiod 3.0 · power 1.72e-3 · 12.8% energyperiod 3.0 · power 1.72e-3 · 12.8% energyperiod 2.7 · power 9.10e-4 · 6.8% energyperiod 2.7 · power 9.10e-4 · 6.8% energyperiod 2.4 · power 1.37e-4 · 1.0% energyperiod 2.4 · power 1.37e-4 · 1.0% energyperiod 2.2 · power 1.37e-3 · 10.2% energyperiod 2.2 · power 1.37e-3 · 10.2% energyperiod 2.0 · power 9.38e-4 · 7.0% energyperiod 2.0 · power 9.38e-4 · 7.0% energy50% by T=3.4h#1 dominantT=3.00h#2T=3.43h#3T=4.80hT=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 ≈ 3.00h (freq 0.333) · concentrates 12.8% of total energy · Σ|X̂|²/n = 1.337e-2

▸ Depth section using sovereign-store price series (423 bars · effective 1753103 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 15.3 d · σ/bar 0.345pp · expected |Δp| over horizon 6.60ppterminal variance p(1−p) = 0.2194 · n = 423✓ n = 423
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.345pp
one-bar volatility · logit-free
Per-day movedaily
1.69pp
σ × √24
Per-horizon move15d
6.60pp
σ × √366.9723558333334
Terminal variancebinary
0.2194
p(1−p) at resolution
Current pricep
67.5¢
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 0.57pp · ES₉₅ 0.71pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 423
VaR 95%
0.57pp
1.645·σ (parametric) of Δp
ES 95%
0.71pp
mean of the tail
Max drawdown
6.6pp
peak 68.5¢ → trough 64.0¢
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
67.5%
= price
Decimal oddsEU
1.481
total return per $1
AmericanUS
-208
risk $208 to win $100
FractionalUK
0.48 / 1
profit per $1 risked
Profit per $100stake
+$48.15
clean dollar framing
-1000-5000+500+1000020406080100you · 67.5%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)
0.910 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.910 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.57 bit
self-information
Surprise · NO−log₂(1−p)
1.62 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
22721496463721803833023672977324318809009158768367807206249634740189410109805
NO token ID
10916034208183641115833226935296380495226788010114028456299813465318989445159
Snapshot fetched
2026-06-14 17:01:39 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 17:01:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
cdca997394155f8338d06e40f11fe17f089f9a1c666466195e0629ac013ff9fb · 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 What Iranian demands will Trump agree to by June 30?

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
0.705000
(best bid + best ask) / 2
Spread
141.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.126
bid-heavy
Imbalance (top-5)
-0.268
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-trump-agree-to-iranian-oil-sanction-relief-by-june-30/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.743802550.38bp0.7700006FILLED
BUY$10.00K0.8308891785.66bp0.87000015FILLED
BUY$100.00K0.9219213076.90bp0.97000025FILLED
SELL$1.00K0.6225671169.27bp0.5600008FILLED
SELL$10.00K0.3037825691.04bp0.20000033FILLED
SELL$100.00K0.0798898866.82bp0.01000051PARTIAL

Risk metrics

▸ sovereign store · 423 barsperiods/year ≈ 1.75M
Realized vol (annualised)
681.89%
σ per bar = 0.005150
Mean return (annualised)
-6109.33%
μ per bar = -0.000035
Sharpe (rf=0)
-8.96
annualised; risk-free assumed zero
Max drawdown
6.57%
peak 0.69 → trough 0.64 over 3 bars

/api/asset/pm-will-trump-agree-to-iranian-oil-sanction-relief-by-june-30/risk · same metrics, JSON