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

Israel x Hezbollah permanent peace deal by June 15, 2026?

YES · live
4.5¢
NO · live
95.5¢

▸ Advanced metrics · M2M bundle

polymarket · israel-x-hezbollah-permanent-peace-deal-by-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ -25.62%
realized vol (ann.)
215.65%
max drawdown
61.93%
sharpe
—
ulcer index
45.68%
RMS drawdown
pain index
43.17%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
61.24%
cond. drawdown
gain/pain
0.79
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.79
upside/downside
roll spread
6.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-25.62%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -25.62%
Same bundle via M2M API: /api/m2m/pm-israel-x-hezbollah-permanent-peace-deal-by-june-15-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH18ms⏱--:--:-- 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
4.5¢
NO · live
95.5¢
YES price · live 24h
n=25 · μ=0.0665 · σ=0.0158 · range [0.0440, 0.1035] · R²=0.266▼ FALLING -21.48%σ EXTREME 23.75%LAST 0.05300.10350.08860.07370.05890.0440μ = 0.0665max 0.1035min 0.0440dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 5.30¢
YES / NO split · live
YES 4.5%NO 95.5%NO95.5%95.50¢ · odds 1/1.05
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.265 / 1.00 bits (26%) · informative — one side favoured
YES
4.5%4.5¢22.22×▬ +0.00pp
NO
95.5%95.5¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=3,345 · μ=139.4 · σ=119.8 · CV=0.86BURSTYcumulative energy ↗ · 50% by h=120103205308410μ = 13941050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 3345bp moved · peak 410bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
18ms
▲YES mid
4.50¢ (4.50%)
▼NO mid
95.50¢ (95.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$101.1k
≋liquidity $
$98.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0665 · σ=0.0158 · range [0.0440, 0.1035] · R²=0.266▼ FALLING -21.48%σ EXTREME 23.75%LAST 0.05300.10350.08860.07370.05890.0440μ = 0.0665max 0.1035min 0.0440dataMA(5)OLS R²=0.27μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 5.30¢
NO price · CLOB mid
n=25 · μ=0.9328 · σ=0.0156 · range [0.8965, 0.9560] · R²=0.206▼ FALLING -0.16%σ NORMAL 1.67%LAST 0.93100.95600.94110.92630.91140.8965μ = 0.9328max 0.9560min 0.8965dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 93.10¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0004 · σ=0.0181 · skew=0.17 (symmetric) · kurt=-0.12 (mesokurtic)653203-3.17ppbin -3.17pp · n=3 · 50.0% peakbin -3.17pp · n=3 · 50.0% peak-2.40pp2-1.64ppbin -1.64pp · n=2 · 33.3% peakbin -1.64pp · n=2 · 33.3% peak5-0.87ppbin -0.87pp · n=5 · 83.3% peakbin -0.87pp · n=5 · 83.3% peak3-0.11ppbin -0.11pp · n=3 · 50.0% peakbin -0.11pp · n=3 · 50.0% peak60.66ppbin 0.66pp · n=6 · 100.0% peakbin 0.66pp · n=6 · 100.0% peak21.42ppbin 1.42pp · n=2 · 33.3% peakbin 1.42pp · n=2 · 33.3% peak12.19ppbin 2.19pp · n=1 · 16.7% peakbin 2.19pp · n=1 · 16.7% peak2.95pp23.72ppbin 3.72pp · n=2 · 33.3% peakbin 3.72pp · n=2 · 33.3% 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=0.35 · kurt=0.28 · near 22 / mid 2 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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 MEAN6.65¢95% CI: [6.03¢, 7.27¢]
σ STD DEV1.58ppσ² = 2.497 · CV = 23.75%
med MEDIAN6.45¢Q₁ 5.65¢ · Q₃ 7.40¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.95pp · IQR 1.75pp (1.349σ→2.13pp)
min 4.40¢Q₁ 5.65¢med 6.45¢Q₃ 7.40¢max 10.35¢μ
SKEWNESS · G₁0.659right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.215mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.13
σ × 1.349 ↔ IQRdiverges from normalratio = 1.22
range ↔ σconcentrated (range < 4σ)range / σ = 3.77
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 · ρ(1) -0.46 + ADF rejected
ρ(1) AUTOCORR-0.460negative · reversal
ρ(2) AUTOCORR+0.077lag-2 not significant
H · HURST EXPONENT0.785strongly persistent
OLS TREND · t-STAT-2.887significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.785
H = 0.785STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.460k=2+0.077k=3-0.154k=4-0.151k=5+0.1920+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|=2.89)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.46 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.89)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 ID2354011
SLUGisrael-x-hezbollah-permanent-peace-deal-by-june-15-2026
CATEGORYIsrael x Hezbollah permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS NO (96¢)
PRIMARY · YES4.50¢implied prob 4.50% · decimal odds 22.22×
COUNTER · NO95.50¢implied prob 95.50% · decimal odds 1.05×
4.50¢
95.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME101.08k USD 24h
LIQUIDITY98.24k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.910 · entropy 0.265 bits
LIQUIDITY DEPTHDEEP100k+ 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 4.5%NO 95.5%YES p̂4.5%H = 0.265 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES22.22×(5¢)NO1.05×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.265 bits (26% of max) · informative — one side strongly favoured
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 · HIGHresolves 2026-06-15 00:00 UTC
0days
08hrs
53min
8.9 hours·θ = 7.741 pp/day
YES →$1.00(P = 4.5%)
NO →$0.00(P = 95.5%)
current: $0.0450 · expected return per side: $0.95 on YES hit · $0.04 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.4hRESOLVESP projection · σ=1.58% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 7.741 pp/day
now8.90h left
7.741 pp/day×1.00
−25%6.67h left
8.938 pp/day×1.15
−50%4.45h left
10.947 pp/day×1.41
−75%2.22h left
15.481 pp/day×2.00
−90%0.89h left
24.478 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 4.10% · worst -3.55% · typical |Δ| 1.39%MILD BEARISH -1.45%BEST+4.10%11hWORST-3.55%12hTYPICAL |Δ|1.39%mean absoluteCUMULATIVE-1.45%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ +0.26% · Σ +1.80%EUROPE · 08-16 UTCμ -0.50% · Σ -4.00%US · 16-24 UTCμ +0.06% · Σ +0.45%CUMULATIVE Δ PATH · final -1.45%+3.60%-2.35%2.05% · 1h2.05% · 1h2.05%1h-1.70% · 2h-1.70% · 2h-1.70%2h-0.60% · 3h-0.60% · 3h-0.60%3h-0.45% · 4h-0.45% · 4h-0.45%4h0.80% · 5h0.80% · 5h0.80%5h1.05% · 6h1.05% · 6h1.05%6h0.65% · 7h0.65% · 7h0.65%7h-1.10% · 8h-1.10% · 8h-1.10%8h-1.05% · 9h-1.05% · 9h-1.05%9h-0.50% · 10h-0.50% · 10h-0.50%10h4.10% · 11h4.10% · 11h4.10%11h★ BEST-3.55% · 12h-3.55% · 12h-3.55%12h▼ WORST3.90% · 13h3.90% · 13h3.90%13h-2.95% · 14h-2.95% · 14h-2.95%14h-2.85% · 15h-2.85% · 15h-2.85%15h1.30% · 16h1.30% · 16h1.30%16h0.45% · 17h0.45% · 17h0.45%17h0.80% · 18h0.80% · 18h0.80%18h-1.45% · 19h-1.45% · 19h-1.45%19h-0.45% · 20h-0.45% · 20h-0.45%20h-0.80% · 21h-0.80% · 21h-0.80%21h0.10% · 22h0.10% · 22h0.10%22h0.50% · 23h0.50% · 23h0.50%23h0.30% · 24h0.30% · 24h0.30%24hTIME PATTERNAsia-led (+1.80%)RUNSup max 3 · down max 3BREADTH50% up · 50% down
12 up bars · 12 down · best 4.10% · worst -3.55% · typical |Δ| 1.394%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.83%)FINAL-1.83%MAX DD-5.88%RECOVERYONGOING · 11 barsMAX RUN-UP+3.37%UNDERWATER21/25 (84%)STREAK↗ 3EQUITY CURVE · end 0.9817 · peak 1.0337 · range [0.9729, 1.0337]1.03370.9729break-even = 1★ PEAK 1.0337UNDERWATER DRAWDOWN · max -5.88% · significant0%-5.88%▼ TROUGH -5.88%TOP DRAWDOWN PERIODS · 3 total#1 -5.88%bar 15-25 · 11 bars · ONGOING#2 -3.55%bar 13-13 · 1 bars · recovered#3 -2.90%bar 3-11 · 9 bars · recoveredDD SEVERITYsignificant (max -5.88%)RECOVERYongoing · 11 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9817 (-1.83%) · max DD -5.88% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −14 (26% positive) · μ=-7.23 · σ=16.89UNPROFITABLE STRATEGYLAST -37.83 (-1.81σ vs μ)38.8819.440.00-19.44-38.88μ = -7.2313.2413.24-3.68-3.686.176.17-1.61-1.61-2.41-2.4125.0525.05-8.93-8.939.199.19-0.24-0.24-8.25-8.25-0.22-0.22-19.40-19.403.863.86-38.88-38.88-22.01-22.01-2.24-2.24-25.19-25.19-24.02-24.02-37.83-37.83v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -37.827 · range [-38.88, 25.05] · μ -7.232 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=175.6518 · σ=95.8271 · range [69.4749, 332.5901] · R²=0.002▼ FALLING -45.21%σ EXTREME 54.56%LAST 69.4749332.5901266.8113201.0325135.253769.4749μ = 175.6518max 332.5901min 69.4749dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 69.47% · range [69.47%, 332.59%] · μ 175.65% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.113 · σ=0.387CLOSE TO MARTINGALELAST 0.308 (+1.09σ vs μ)0.7570.3790.000-0.379-0.757μ = -0.113-0.150-0.1500.4430.4430.1520.1520.3470.3470.5240.5240.0190.019-0.479-0.479-0.612-0.612-0.757-0.757-0.543-0.543-0.558-0.558-0.470-0.470-0.157-0.1570.2050.205-0.247-0.2470.1430.143-0.099-0.099-0.221-0.2210.3080.308v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.308 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.9795
p-VALUE (log scale)
0.6128
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
8.5482
p-VALUE (log scale)
0.1273
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
-3.2677
p-VALUE (log scale)
0.0179
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
-0.8348
p-VALUE (log scale)
0.4038
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
0.4921
p-VALUE (log scale)
0.0434
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
-1.8074
p-VALUE (log scale)
0.0707
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.450 ≈ 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=3.60e-4 · top T=2.40h (25.0%) · top-3 cover 59.4%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.1e-38.1e-45.4e-42.7e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.48e-5 · 0.8% energyperiod 24.0 · power 3.48e-5 · 0.8% energyperiod 12.0 · power 1.84e-5 · 0.4% energyperiod 12.0 · power 1.84e-5 · 0.4% energyperiod 8.0 · power 8.59e-6 · 0.2% energyperiod 8.0 · power 8.59e-6 · 0.2% energyperiod 6.0 · power 7.97e-4 · 18.4% energyperiod 6.0 · power 7.97e-4 · 18.4% energyperiod 4.8 · power 9.48e-5 · 2.2% energyperiod 4.8 · power 9.48e-5 · 2.2% energyperiod 4.0 · power 1.07e-4 · 2.5% energyperiod 4.0 · power 1.07e-4 · 2.5% energyperiod 3.4 · power 1.92e-4 · 4.4% energyperiod 3.4 · power 1.92e-4 · 4.4% energyperiod 3.0 · power 4.73e-4 · 10.9% energyperiod 3.0 · power 4.73e-4 · 10.9% energyperiod 2.7 · power 3.64e-4 · 8.4% energyperiod 2.7 · power 3.64e-4 · 8.4% energyperiod 2.4 · power 1.08e-3 · 25.0% energyperiod 2.4 · power 1.08e-3 · 25.0% energyperiod 2.2 · power 4.64e-4 · 10.7% energyperiod 2.2 · power 4.64e-4 · 10.7% energyperiod 2.0 · power 6.88e-4 · 15.9% energyperiod 2.0 · power 6.88e-4 · 15.9% energy50% by T=2.4h#1 dominantT=2.40h#2T=6.00h#3T=2.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 25.0% of total energy · Σ|X̂|²/n = 4.322e-3

▸ Depth section using sovereign-store price series (3616 bars · effective 1752810 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 0.4 d · σ/bar 0.160pp · expected |Δp| over horizon 0.48ppterminal variance p(1−p) = 0.0430 · n = 3616✓ n = 3616
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.160pp
one-bar volatility · logit-free
Per-day movedaily
0.79pp
σ × √24
Per-horizon move0d
0.48pp
σ × √8.897691111111111
Terminal variancebinary
0.0430
p(1−p) at resolution
Current pricep
4.5¢
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 0.26pp · ES₉₅ 0.33pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01✓ n = 3616
VaR 95%
0.26pp
1.645·σ (parametric) of Δp
ES 95%
0.33pp
mean of the tail
Max drawdown
62.8pp
peak 11.2¢ → trough 4.2¢
Median step
0.10pp
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
4.5%
= price
Decimal oddsEU
22.222
total return per $1
AmericanUS
+2122
$100 wins $2122
FractionalUK
21.22 / 1
profit per $1 risked
Profit per $100stake
+$2122.22
clean dollar framing
-1000-5000+500+1000020406080100you · 4.5%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)
0.265 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.265 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.47 bit
self-information
Surprise · NO−log₂(1−p)
0.07 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
63073763662086612636405249367296500960550581639549005912496048924744046136400
NO token ID
71644971566711936926997892102006099744330795022096955899392137437130082074610
Snapshot fetched
2026-06-14 15:06:08 UTC
Snapshot age
18ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:06:08 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6278daed4c634c6515f65cd66903b746d7cf87a704bf5e07954a93aafd7bae5f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.6¢HL PREDSpain90.0¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,099.5HL PERPETH-USD perpetual$1,662.15HL PERPHYPE-USD perpetual$60.47

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
0.070000
(best bid + best ask) / 2
Spread
6857.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.616
ask-heavy
Imbalance (top-5)
+0.887
bid-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-june-15-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1360399434.08bp0.16600015FILLED
BUY$10.00K0.20524319320.37bp0.29900035FILLED
BUY$100.00K0.52371764816.76bp0.95000079FILLED
SELL$1.00K0.0153497807.34bp0.00100027PARTIAL
SELL$10.00K0.0153497807.34bp0.00100027PARTIAL
SELL$100.00K0.0153497807.34bp0.00100027PARTIAL

Risk metrics

▸ sovereign store · 3,616 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2961.60%
σ per bar = 0.022370
Mean return (annualised)
-14351.27%
μ per bar = -0.000082
Sharpe (rf=0)
-4.85
annualised; risk-free assumed zero
Max drawdown
62.78%
peak 0.11 → trough 0.04 over 2224 bars

/api/asset/pm-israel-x-hezbollah-permanent-peace-deal-by-june-15-2026/risk · same metrics, JSON