POLYMARKET · PREDICTION MARKET · IRAN AGREES TO END ENRICHMENT OF URANIUM BY JULY 31?
Iran agrees to end enrichment of uranium by July 31?
64.0¢
36.0¢
▸ Advanced metrics · M2M bundle
polymarket · iran-agrees-to-end-enrichment-of-uranium-by-july-31 · fresh · feed 6s old24h sparkline · 60 pts▲ 19.63%
realized vol (ann.)
254.20%
max drawdown
12.40%
sharpe
—
ulcer index
5.03%
RMS drawdown
pain index
3.94%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
9.39%
cond. drawdown
gain/pain
1.48
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.48
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
19.63%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +19.63%
Same bundle via M2M API:
/api/m2m/pm-iran-agrees-to-end-enrichment-of-uranium-by-july-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
64.0¢
NO · live
36.0¢
25 ticks · last 64.00¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.943 / 1.00 bits (94%) · high uncertainty
YES64.0%64.0¢1.56×▬ +0.00pp
NO36.0%36.0¢2.78×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 5950bp moved · peak 1200bp · n=24 ticks
6.0s
64.00¢ (64.00%)
36.00¢ (36.00%)
100.00%
0.000pp
$33.9k
$55.2k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 64.00¢
25 NO observations from clob.polymarket.com · last 36.00¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25LEFT-SKEWED (G₁=-0.98)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.984left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.614mesokurtic · 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: MARTINGALE · UNPREDICTABLE
HURST EXPONENT [0, 1]
H = 0.887STRONGLY 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
64.00¢
36.00¢
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
YES1.56×(64¢)NO2.78×(36¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.943 bits (94% of max) · high uncertainty
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 2026-07-31 00:00 UTC
42days
12hrs
53min
YES →$1.00
NO →$0.00
current: $0.6400 · expected return per side: $0.36 on YES hit · $0.64 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 28.752 pp/day
now42.54d left28.752 pp/day×1.00
−25%31.90d left33.200 pp/day×1.15
−50%21.27d left40.661 pp/day×1.41
−75%10.63d left57.503 pp/day×2.00
−90%4.25d left90.921 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
12 up bars · 10 down · best 6.00% · worst -12.00% · typical |Δ| 2.479%
§10 · Equity curve & underwater drawdown
final equity 1.0181 (1.81%) · max DD -20.65% · time-under-water 21/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest 43.871 · range [-66.18, 115.60] · μ 8.276 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 216.32% · range [66.18%, 672.97%] · μ 327.78% · σ̂ scaled to annualised (×√8760)
latest 0.260 · |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
27.3652
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
6.6646
p-VALUE (log scale)
0.2458
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.3825
p-VALUE (log scale)
0.5893
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-1.2822
p-VALUE (log scale)
0.1998
KPSS (μ stationarity)
FAIL TO REJECTnsH₀: p IS level-stationary
STATISTIC
0.2464
p-VALUE (log scale)
0.2757
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.1023
p-VALUE (log scale)
0.9185
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 ≈ 3.00h (freq 0.333) · concentrates 19.7% of total energy · Σ|X̂|²/n = 1.641e-2
▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 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 42.5 d · σ/bar 0.379pp · expected |Δp| over horizon 12.10ppterminal variance p(1−p) = 0.2304 · n = 5000✓ n = 5000
μ per bar
+0.002pp
average Δp · drift
σ per bar
0.379pp
one-bar volatility · logit-free
Per-day movedaily
1.86pp
σ × √24
Per-horizon move43d
12.10pp
σ × √1020.8866647222221
Terminal variancebinary
0.2304
p(1−p) at resolution
Current pricep
64.0¢
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 0.62pp · ES₉₅ 0.78pp · method parametric · drift-correcteddrift +0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 5000
VaR 95%
0.62pp
1.645·σ (parametric) of Δp
ES 95%
0.78pp
mean of the tail
Max drawdown
38.4pp
peak 62.5¢ → trough 38.5¢
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
64.0%
= price
Decimal oddsEU
1.563
total return per $1
AmericanUS
-178
risk $178 to win $100
FractionalUK
0.56 / 1
profit per $1 risked
Profit per $100stake
+$56.25
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)
0.943 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.943 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.64 bit
self-information
Surprise · NO−log₂(1−p)
1.47 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
74748380065322490746235048550669785683312459873369875699487849822717961671818- NO token ID
9972870633521204311338888190967499760947690579128698754168820425139554117774- Snapshot fetched
- 2026-06-18 11:06:41 UTC
- Snapshot age
- 6.0s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-18 11:06:48 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
547c3fa3661e67258f5454531ff3e7050c57ca37a4ed8d30167ac6ae3f5fd8f6· 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 July 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
0.640000
(best bid + best ask) / 2
Spread
625.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.472
bid-heavy
Imbalance (top-5)
+0.417
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-july-31/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.708643 | 1072.54bp | 0.740000 | 8 | FILLED |
| BUY | $10.00K | 0.804745 | 2574.15bp | 0.850000 | 19 | FILLED |
| BUY | $100.00K | 0.902907 | 4107.93bp | 0.960000 | 30 | FILLED |
| SELL | $1.00K | 0.595044 | 702.44bp | 0.580000 | 5 | FILLED |
| SELL | $10.00K | 0.530115 | 1716.96bp | 0.410000 | 19 | FILLED |
| SELL | $100.00K | 0.067318 | 8948.15bp | 0.010000 | 53 | PARTIAL |
Risk metrics
▸ sovereign store · 5,000 barsperiods/year ≈ 1.75MRealized vol (annualised)
1006.02%
σ per bar = 0.007600
Mean return (annualised)
6943.43%
μ per bar = 0.000040
Sharpe (rf=0)
6.90
annualised; risk-free assumed zero
Max drawdown
38.40%
peak 0.63 → trough 0.39 over 1915 bars
/api/asset/pm-iran-agrees-to-end-enrichment-of-uranium-by-july-31/risk · same metrics, JSON