POLYMARKET · PREDICTION MARKET · IRAN AGREES TO END ENRICHMENT OF URANIUM BY DECEMBER 31?
Iran agrees to end enrichment of uranium by December 31?
44.0¢
56.0¢
▸ Advanced metrics · M2M bundle
polymarket · iran-agrees-to-end-enrichment-of-uranium-by-december-31 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
77.36%
max drawdown
1.14%
sharpe
—
ulcer index
0.58%
RMS drawdown
pain index
0.29%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.14%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
587
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-iran-agrees-to-end-enrichment-of-uranium-by-december-31/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
44.0¢
NO · live
56.0¢
25 ticks · last 44.00¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.990 / 1.00 bits (99%) · max uncertainty (~50/50)
YES44.0%44.0¢2.27×▬ +0.00pp
NO56.0%56.0¢1.79×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 9500bp moved · peak 2200bp · n=24 ticks
22ms
44.00¢ (44.00%)
56.00¢ (56.00%)
100.00%
0.000pp
$24.6k
$69.8k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 44.00¢
25 NO observations from clob.polymarket.com · last 56.00¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.26)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.060approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.255platykurtic · thin tails
−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: MARTINGALE · UNPREDICTABLE
HURST EXPONENT [0, 1]
H = 1.215STRONGLY 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
44.00¢
56.00¢
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
YES2.27×(44¢)NO1.79×(56¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.990 bits (99% of max) · maximum uncertainty (~50/50)
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 2026-12-31 00:00 UTC
198days
16hrs
32min
YES →$1.00
NO →$0.00
current: $0.4400 · expected return per side: $0.56 on YES hit · $0.44 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 43.249 pp/day
now198.69d left43.249 pp/day×1.00
−25%149.02d left49.939 pp/day×1.15
−50%99.34d left61.163 pp/day×1.41
−75%49.67d left86.497 pp/day×2.00
−90%19.87d left136.764 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
11 up bars · 9 down · best 15.00% · worst -22.00% · typical |Δ| 3.958%
§10 · Equity curve & underwater drawdown
final equity 0.9480 (-5.20%) · max DD -28.60% · time-under-water 20/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 22.815 · range [-45.98, 61.24] · μ 1.052 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 351.97% · range [281.43%, 1017.13%] · μ 603.76% · σ̂ scaled to annualised (×√8760)
latest -0.443 · |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)
1 of 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
33.1266
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
4.5972
p-VALUE (log scale)
0.4682
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.8659
p-VALUE (log scale)
0.3591
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
1.4395
p-VALUE (log scale)
0.1500
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.2828
p-VALUE (log scale)
0.2121
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.4375
p-VALUE (log scale)
0.6618
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 ≈ 8.00h (freq 0.125) · concentrates 25.1% of total energy · Σ|X̂|²/n = 5.145e-2
▸ Depth section using sovereign-store price series (587 bars · effective 1753200 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
Horizon 198.7 d · σ/bar 0.058pp · expected |Δp| over horizon 4.04ppterminal variance p(1−p) = 0.2464 · n = 587✓ n = 587
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.058pp
one-bar volatility · logit-free
Per-day movedaily
0.29pp
σ × √24
Per-horizon move199d
4.04pp
σ × √4768.5472408333335
Terminal variancebinary
0.2464
p(1−p) at resolution
Current pricep
44.0¢
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 0.09pp · ES₉₅ 0.12pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 587
VaR 95%
0.09pp
1.645·σ (parametric) of Δp
ES 95%
0.12pp
mean of the tail
Max drawdown
1.1pp
peak 44.0¢ → trough 43.5¢
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
Implied probabilityP
44.0%
= price
Decimal oddsEU
2.273
total return per $1
AmericanUS
+127
$100 wins $127
FractionalUK
1.27 / 1
profit per $1 risked
Profit per $100stake
+$127.27
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)
0.990 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.990 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.18 bit
self-information
Surprise · NO−log₂(1−p)
0.84 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
107729402733481801715276727183402507127741210361101226673865413196241742960596- NO token ID
111094090837649765214249428313341768842963554572116350745061757857767411424456- Snapshot fetched
- 2026-06-15 07:27:09 UTC
- Snapshot age
- 22ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-15 07:27:09 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
c6b332e516aedc2a40dd5436c1290e2fd2f0e84b6d539167f598c2db57447695· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in Iran agrees to end enrichment of uranium by December 31?
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
0.440000
(best bid + best ask) / 2
Spread
454.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.814
bid-heavy
Imbalance (top-5)
+0.410
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-iran-agrees-to-end-enrichment-of-uranium-by-december-31/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.470792 | 699.82bp | 0.490000 | 5 | FILLED |
| BUY | $10.00K | 0.633736 | 4403.09bp | 0.730000 | 18 | FILLED |
| BUY | $100.00K | 0.847215 | 9254.88bp | 0.970000 | 33 | FILLED |
| SELL | $1.00K | 0.428323 | 265.39bp | 0.420000 | 2 | FILLED |
| SELL | $10.00K | 0.326497 | 2579.62bp | 0.240000 | 18 | FILLED |
| SELL | $100.00K | 0.041025 | 9067.62bp | 0.010000 | 41 | PARTIAL |
Risk metrics
▸ sovereign store · 587 barsperiods/year ≈ 1.75MRealized vol (annualised)
176.90%
σ per bar = 0.001336
Mean return (annualised)
6878.02%
μ per bar = 0.000039
Sharpe (rf=0)
38.88
annualised; risk-free assumed zero
Max drawdown
1.14%
peak 0.44 → trough 0.43 over 50 bars
/api/asset/pm-iran-agrees-to-end-enrichment-of-uranium-by-december-31/risk · same metrics, JSON