POLYMARKET · PREDICTION MARKET · ISRAEL X HEZBOLLAH PERMANENT PEACE DEAL BY...?

Israel x Hezbollah permanent peace deal by July 31, 2026?

YES · live
33.5¢
NO · live
66.5¢

▸ Advanced metrics · M2M bundle

polymarket · israel-x-hezbollah-permanent-peace-deal-by-july-31-2026 · fresh · feed 3s old
24h sparkline · 60 pts▼ -16.25%
realized vol (ann.)
83.74%
max drawdown
8.57%
sharpe
—
ulcer index
5.66%
RMS drawdown
pain index
5.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
8.57%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-16.25%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -16.25%
Same bundle via M2M API: /api/m2m/pm-israel-x-hezbollah-permanent-peace-deal-by-july-31-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2.5s⏱--:--:-- 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
33.5¢
NO · live
66.5¢
YES price · live 24h
n=25 · μ=0.3374 · σ=0.0245 · range [0.2650, 0.4000] · R²=0.002▲ RISING +26.42%σ HIGH 7.26%LAST 0.33500.40000.36630.33250.29880.2650μ = 0.3374max 0.4000min 0.2650dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 33.50¢
YES / NO split · live
YES 33.5%NO 66.5%NO66.5%66.50¢ · odds 1/1.50
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.920 / 1.00 bits (92%) · high uncertainty
YES
33.5%33.5¢2.99×▬ +0.00pp
NO
66.5%66.5¢1.50×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,500 · μ=145.8 · σ=193.3 · CV=1.33BURSTY · concentratedcumulative energy ↗ · 50% by h=50200400600800μ = 14680050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3500bp moved · peak 800bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2.5s
▲YES mid
33.50¢ (33.50%)
▼NO mid
66.50¢ (66.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$24.9k
≋liquidity $
$45.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3374 · σ=0.0245 · range [0.2650, 0.4000] · R²=0.002▲ RISING +26.42%σ HIGH 7.26%LAST 0.33500.40000.36630.33250.29880.2650μ = 0.3374max 0.4000min 0.2650dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 33.50¢
NO price · CLOB mid
n=25 · μ=0.6626 · σ=0.0245 · range [0.6000, 0.7350] · R²=0.002▼ FALLING -9.52%σ NORMAL 3.70%LAST 0.66500.73500.70120.66750.63380.6000μ = 0.6626max 0.7350min 0.6000dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 66.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0020 · σ=0.0232 · skew=1.45 (right-skewed) · kurt=2.24 (leptokurtic (fat tails))975201-3.40ppbin -3.40pp · n=1 · 11.1% peakbin -3.40pp · n=1 · 11.1% peak3-2.20ppbin -2.20pp · n=3 · 33.3% peakbin -2.20pp · n=3 · 33.3% peak6-1.00ppbin -1.00pp · n=6 · 66.7% peakbin -1.00pp · n=6 · 66.7% peak90.20ppbin 0.20pp · n=9 · 100.0% peakbin 0.20pp · n=9 · 100.0% peak21.40ppbin 1.40pp · n=2 · 22.2% peakbin 1.40pp · n=2 · 22.2% peak2.60pp13.80ppbin 3.80pp · n=1 · 11.1% peakbin 3.80pp · n=1 · 11.1% peak15.00ppbin 5.00pp · n=1 · 11.1% peakbin 5.00pp · n=1 · 11.1% peak6.20pp17.40ppbin 7.40pp · n=1 · 11.1% peakbin 7.40pp · 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=1.43 · kurt=2.92 · near 13 / mid 10 / far 1 · OLS slope=0.94 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER 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=25LEPTOKURTIC · FAT TAILS (G₂=2.20)
μ MEAN33.74¢95% CI: [32.78¢, 34.70¢]
σ STD DEV2.45ppσ² = 6.002 · CV = 7.26%
med MEDIAN33.50¢Q₁ 33.00¢ · Q₃ 34.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 13.50pp · IQR 1.50pp (1.349σ→3.31pp)
min 26.50¢Q₁ 33.00¢med 33.50¢Q₃ 34.50¢max 40.00¢μ
SKEWNESS · G₁-0.289approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂2.203leptokurtic · fat tails
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.10
σ × 1.349 ↔ IQRdiverges from normalratio = 2.20
range ↔ σwide tails (range > 4σ)range / σ = 5.51
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-0.180within white-noise band
ρ(2) AUTOCORR-0.173lag-2 not significant
H · HURST EXPONENT0.917strongly persistent
OLS TREND · t-STAT-0.189fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.917
H = 0.917STRONGLY 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=1-0.180k=2-0.173k=3+0.062k=4+0.362k=5-0.1000+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]NOT SIGNIFICANT (|t|=0.19)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.19)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 ID2535844
SLUGisrael-x-hezbollah-permanent-peace-deal-by-july-31-2026
CATEGORYIsrael x Hezbollah permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS NO (67¢)
PRIMARY · YES33.50¢implied prob 33.50% · decimal odds 2.99×
COUNTER · NO66.50¢implied prob 66.50% · decimal odds 1.50×
33.50¢
66.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME24.93k USD 24h
LIQUIDITY45.01k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (67¢)|primary − counter| = 0.330 · entropy 0.920 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 33.5%NO 66.5%YES p̂33.5%H = 0.920 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.99×(34¢)NO1.50×(67¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.920 bits (92% 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 2026-07-31 00:00 UTC
42days
10hrs
51min
42.45 days·θ = 12.002 pp/day
YES →$1.00(P = 33.5%)
NO →$0.00(P = 66.5%)
current: $0.3350 · expected return per side: $0.67 on YES hit · $0.34 on NO hit
0%25%50%75%100%YES $1NO $0NOW+21.2dRESOLVESP projection · σ=2.45% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 12.002 pp/day
now42.45d left
12.002 pp/day×1.00
−25%31.84d left
13.859 pp/day×1.15
−50%21.23d left
16.974 pp/day×1.41
−75%10.61d left
24.005 pp/day×2.00
−90%4.25d left
37.955 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 8.00% · worst -4.00% · typical |Δ| 1.46%MILD BULLISH +7.00%BEST+8.00%1hWORST-4.00%2hTYPICAL |Δ|1.46%mean absoluteCUMULATIVE+7.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.29% · Σ +9.00%EUROPE · 08-16 UTCμ -0.44% · Σ -3.50%US · 16-24 UTCμ +0.19% · Σ +1.50%CUMULATIVE Δ PATH · final +7.00%+13.50%0.00%8.00% · 1h8.00% · 1h8.00%1h★ BEST-4.00% · 2h-4.00% · 2h-4.00%2h▼ WORST1.00% · 3h1.00% · 3h1.00%3h4.00% · 4h4.00% · 4h4.00%4h4.50% · 5h4.50% · 5h4.50%5h-2.50% · 6h-2.50% · 6h-2.50%6h-2.00% · 7h-2.00% · 7h-2.00%7h0.50% · 8h0.50% · 8h0.50%8h-0.50% · 9h-0.50% · 9h-0.50%9h-1.00% · 10h-1.00% · 10h-1.00%10h-0.50% · 11h-0.50% · 11h-0.50%11h-0.50% · 12h-0.50% · 12h-0.50%12h0.50% · 13h0.50% · 13h0.50%13h0.00% · 14h0.00% · 14h·14h-2.00% · 15h-2.00% · 15h-2.00%15h1.50% · 16h1.50% · 16h1.50%16h-0.50% · 17h-0.50% · 17h-0.50%17h0.00% · 18h0.00% · 18h·18h-0.50% · 19h-0.50% · 19h-0.50%19h0.50% · 20h0.50% · 20h0.50%20h0.00% · 21h0.00% · 21h·21h0.50% · 22h0.50% · 22h0.50%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+9.00%)RUNSup max 3 · down max 4BREADTH38% up · 42% down · 21% flat
9 up bars · 10 down · best 8.00% · worst -4.00% · typical |Δ| 1.458%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +6.54%FINAL+6.54%MAX DD-7.77%RECOVERYONGOING · 19 barsMAX RUN-UP+13.81%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 1.0654 · peak 1.1381 · range [1.0000, 1.1381]1.13811.0000break-even = 1★ PEAK 1.1381UNDERWATER DRAWDOWN · max -7.77% · significant0%-7.77%▼ TROUGH -7.77%TOP DRAWDOWN PERIODS · 2 total#1 -7.77%bar 7-25 · 19 bars · ONGOING#2 -4.00%bar 3-4 · 2 bars · recoveredDD SEVERITYsignificant (max -7.77%)RECOVERYongoing · 19 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 1.0654 (6.54%) · max DD -7.77% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −11 (37% positive) · μ=-12.79 · σ=36.70MIXED EDGELAST 20.72 (+0.91σ vs μ)85.4442.720.00-42.72-85.44μ = -12.7937.7437.744.384.3829.3629.3620.9520.95-6.18-6.18-85.44-85.44-76.42-76.42-38.21-38.21-60.42-60.42-63.40-63.40-13.34-13.34-13.34-13.34-6.73-6.73-20.72-20.72-13.34-13.3420.7220.720.000.0020.7220.7220.7220.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 20.722 · range [-85.44, 37.74] · μ -12.787 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=138.8056 · σ=113.2113 · range [35.2278, 425.4880] · R²=0.633▼ FALLING -91.72%σ EXTREME 81.56%LAST 35.2278425.4880327.9229230.3579132.792935.2278μ = 138.8056max 425.4880min 35.2278dataMA(3)OLS R²=0.63μ lineμ ± σ bandmaxmin
latest 35.23% · range [35.23%, 425.49%] · μ 138.81% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.230 · σ=0.321MEAN-REVERSIONLAST -0.480 (-0.78σ vs μ)0.6370.3190.000-0.319-0.637μ = -0.230-0.374-0.3740.1670.1670.2400.2400.2190.219-0.244-0.2440.1250.125-0.433-0.4330.0330.0330.2920.292-0.036-0.036-0.492-0.492-0.589-0.589-0.572-0.572-0.637-0.637-0.577-0.577-0.333-0.333-0.250-0.250-0.422-0.422-0.480-0.480v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.480 · |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
24.7695
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
6.2590
p-VALUE (log scale)
0.2811
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-4.3461
p-VALUE (log scale)
0.0007
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
0.2492
p-VALUE (log scale)
0.8032
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1373
p-VALUE (log scale)
0.4663
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-1.6433
p-VALUE (log scale)
0.1003
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.500 ≈ 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=5.76e-4 · top T=4.00h (25.6%) · top-3 cover 52.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.8e-31.3e-38.9e-44.4e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 6.11e-4 · 8.8% energyperiod 24.0 · power 6.11e-4 · 8.8% energyperiod 12.0 · power 2.93e-4 · 4.2% energyperiod 12.0 · power 2.93e-4 · 4.2% energyperiod 8.0 · power 5.50e-5 · 0.8% energyperiod 8.0 · power 5.50e-5 · 0.8% energyperiod 6.0 · power 1.16e-4 · 1.7% energyperiod 6.0 · power 1.16e-4 · 1.7% energyperiod 4.8 · power 4.09e-4 · 5.9% energyperiod 4.8 · power 4.09e-4 · 5.9% energyperiod 4.0 · power 1.77e-3 · 25.6% energyperiod 4.0 · power 1.77e-3 · 25.6% energyperiod 3.4 · power 7.55e-4 · 10.9% energyperiod 3.4 · power 7.55e-4 · 10.9% energyperiod 3.0 · power 7.82e-4 · 11.3% energyperiod 3.0 · power 7.82e-4 · 11.3% energyperiod 2.7 · power 2.20e-4 · 3.2% energyperiod 2.7 · power 2.20e-4 · 3.2% energyperiod 2.4 · power 5.17e-4 · 7.5% energyperiod 2.4 · power 5.17e-4 · 7.5% energyperiod 2.2 · power 1.05e-3 · 15.2% energyperiod 2.2 · power 1.05e-3 · 15.2% energyperiod 2.0 · power 3.38e-4 · 4.9% energyperiod 2.0 · power 3.38e-4 · 4.9% energy50% by T=3.4h#1 dominantT=4.00h#2T=2.18h#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 ≈ 4.00h (freq 0.250) · concentrates 25.6% of total energy · Σ|X̂|²/n = 6.917e-3

▸ Depth section using sovereign-store price series (3792 bars · effective 1752518 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 42.5 d · σ/bar 0.253pp · expected |Δp| over horizon 8.07ppterminal variance p(1−p) = 0.2228 · n = 3792✓ n = 3792
μ per bar
-0.002pp
average Δp · drift
σ per bar
0.253pp
one-bar volatility · logit-free
Per-day movedaily
1.24pp
σ × √24
Per-horizon move42d
8.07pp
σ × √1018.8574211111111
Terminal variancebinary
0.2228
p(1−p) at resolution
Current pricep
33.5¢
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 0.42pp · ES₉₅ 0.52pp · method parametric · drift-correcteddrift -0.002pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 3792
VaR 95%
0.42pp
1.645·σ (parametric) of Δp
ES 95%
0.52pp
mean of the tail
Max drawdown
28.9pp
peak 45.0¢ → trough 32.0¢
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
33.5%
= price
Decimal oddsEU
2.985
total return per $1
AmericanUS
+199
$100 wins $199
FractionalUK
1.99 / 1
profit per $1 risked
Profit per $100stake
+$198.51
clean dollar framing
-1000-5000+500+1000020406080100you · 33.5%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)
0.920 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.920 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.58 bit
self-information
Surprise · NO−log₂(1−p)
0.59 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
77152027450456333550959508442257151683880731695566175608498837932589686697330
NO token ID
54059660870046650380635123822456135149890088284412478110480032351601057797839
Snapshot fetched
2026-06-18 13:08:30 UTC
Snapshot age
2.5s
History points
25 CLOB mids
Page rendered
2026-06-18 13:08:33 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
1dd07b2583d8bf634a3b5592caeb1b9ea98d1490f405209d80c835dd1de8521c · 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 Israel x Hezbollah permanent peace deal 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
0.335000
(best bid + best ask) / 2
Spread
298.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.021
bid-heavy
Imbalance (top-5)
-0.200
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-israel-x-hezbollah-permanent-peace-deal-by-july-31-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.346015328.79bp0.3500002FILLED
BUY$10.00K0.4395713121.51bp0.54000012FILLED
BUY$100.00K0.75253412463.69bp0.97000039FILLED
SELL$1.00K0.316892540.54bp0.3000004FILLED
SELL$10.00K0.0861727427.71bp0.02000026FILLED
SELL$100.00K0.0611758173.89bp0.01000027PARTIAL

Risk metrics

▸ sovereign store · 3,792 barsperiods/year ≈ 1.75M
Realized vol (annualised)
854.59%
σ per bar = 0.006455
Mean return (annualised)
-8197.87%
μ per bar = -0.000047
Sharpe (rf=0)
-9.59
annualised; risk-free assumed zero
Max drawdown
28.89%
peak 0.45 → trough 0.32 over 2037 bars

/api/asset/pm-israel-x-hezbollah-permanent-peace-deal-by-july-31-2026/risk · same metrics, JSON