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

Israel x Hezbollah permanent peace deal by June 30, 2026?

YES · live
14.3¢
NO · live
85.7¢

▸ Advanced metrics · M2M bundle

polymarket · israel-x-hezbollah-permanent-peace-deal-by-june-30-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ -9.46%
realized vol (ann.)
152.17%
max drawdown
28.39%
sharpe
—
ulcer index
18.37%
RMS drawdown
pain index
15.44%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
28.20%
cond. drawdown
gain/pain
0.70
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.70
upside/downside
roll spread
2.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-9.46%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -9.46%
Same bundle via M2M API: /api/m2m/pm-israel-x-hezbollah-permanent-peace-deal-by-june-30-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH7ms⏱--:--:-- 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
14.3¢
NO · live
85.7¢
YES price · live 24h
n=25 · μ=0.1650 · σ=0.0151 · range [0.1395, 0.1945] · R²=0.191▼ FALLING -14.78%σ HIGH 9.15%LAST 0.14700.19450.18080.16700.15320.1395μ = 0.1650max 0.1945min 0.1395dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 14.70¢
YES / NO split · live
YES 14.3%NO 85.7%NO85.7%85.65¢ · odds 1/1.17
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.593 / 1.00 bits (59%) · moderate uncertainty
YES
14.3%14.3¢6.97×▬ +0.00pp
NO
85.7%85.7¢1.17×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,865 · μ=77.7 · σ=73.9 · CV=0.95BURSTYcumulative energy ↗ · 50% by h=11069137206275μ = 7827550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1865bp moved · peak 275bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
7ms
▲YES mid
14.35¢ (14.35%)
▼NO mid
85.65¢ (85.65%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$252.0k
≋liquidity $
$58.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1650 · σ=0.0151 · range [0.1395, 0.1945] · R²=0.191▼ FALLING -14.78%σ HIGH 9.15%LAST 0.14700.19450.18080.16700.15320.1395μ = 0.1650max 0.1945min 0.1395dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 14.70¢
NO price · CLOB mid
n=25 · μ=0.8350 · σ=0.0151 · range [0.8055, 0.8605] · R²=0.192▲ RISING +3.08%σ NORMAL 1.81%LAST 0.85300.86050.84680.83300.81930.8055μ = 0.8350max 0.8605min 0.8055dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 85.30¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0010 · σ=0.0105 · skew=-0.19 (symmetric) · kurt=0.14 (mesokurtic)653201-2.48ppbin -2.48pp · n=1 · 16.7% peakbin -2.48pp · n=1 · 16.7% peak1-1.95ppbin -1.95pp · n=1 · 16.7% peakbin -1.95pp · n=1 · 16.7% peak2-1.42ppbin -1.42pp · n=2 · 33.3% peakbin -1.42pp · n=2 · 33.3% peak2-0.90ppbin -0.90pp · n=2 · 33.3% peakbin -0.90pp · n=2 · 33.3% peak5-0.37ppbin -0.37pp · n=5 · 83.3% peakbin -0.37pp · n=5 · 83.3% peak60.16ppbin 0.16pp · n=6 · 100.0% peakbin 0.16pp · n=6 · 100.0% peak40.69ppbin 0.69pp · n=4 · 66.7% peakbin 0.69pp · n=4 · 66.7% peak21.22ppbin 1.22pp · n=2 · 33.3% peakbin 1.22pp · n=2 · 33.3% peak1.75pp12.28ppbin 2.28pp · n=1 · 16.7% peakbin 2.28pp · n=1 · 16.7% 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=-0.10 · kurt=0.91 · 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN16.50¢95% CI: [15.91¢, 17.09¢]
σ STD DEV1.51ppσ² = 2.281 · CV = 9.15%
med MEDIAN16.60¢Q₁ 15.35¢ · Q₃ 17.75¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.50pp · IQR 2.40pp (1.349σ→2.04pp)
min 13.95¢Q₁ 15.35¢med 16.60¢Q₃ 17.75¢max 19.45¢μ
SKEWNESS · G₁0.190approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.877mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.07
σ × 1.349 ↔ IQRconsistent with normalratio = 0.85
range ↔ σconcentrated (range < 4σ)range / σ = 3.64
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) -0.29 + ADF rejected
ρ(1) AUTOCORR-0.295within white-noise band
ρ(2) AUTOCORR+0.204lag-2 not significant
H · HURST EXPONENT0.947strongly persistent
OLS TREND · t-STAT-2.333significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.947
H = 0.947STRONGLY 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=1-0.295k=2+0.204k=3-0.064k=4+0.015k=5-0.1170+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 @ 5% (|t|=2.33)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.29 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.33)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 ID2354012
SLUGisrael-x-hezbollah-permanent-peace-deal-by-june-30-2026
CATEGORYIsrael x Hezbollah permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS NO (86¢)
PRIMARY · YES14.35¢implied prob 14.35% · decimal odds 6.97×
COUNTER · NO85.65¢implied prob 85.65% · decimal odds 1.17×
14.35¢
85.65¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME251.96k USD 24h
LIQUIDITY58.37k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (86¢)|primary − counter| = 0.713 · entropy 0.593 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 14.3%NO 85.7%YES p̂14.3%H = 0.593 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES6.97×(14¢)NO1.17×(86¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.593 bits (59% of max) · moderate 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
08hrs
55min
15.37 days·θ = 7.398 pp/day
YES →$1.00(P = 14.3%)
NO →$0.00(P = 85.7%)
current: $0.1435 · expected return per side: $0.86 on YES hit · $0.14 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.7dRESOLVESP projection · σ=1.51% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 7.398 pp/day
now15.37d left
7.398 pp/day×1.00
−25%11.53d left
8.543 pp/day×1.15
−50%7.69d left
10.463 pp/day×1.41
−75%3.84d left
14.796 pp/day×2.00
−90%1.54d left
23.395 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 2.55% · worst -2.75% · typical |Δ| 0.78%MILD BEARISH -2.55%BEST+2.55%9hWORST-2.75%16hTYPICAL |Δ|0.78%mean absoluteCUMULATIVE-2.55%Σ signed ΔSTREAK↗ 3up-runASIA · 00-08 UTCμ -0.22% · Σ -1.55%EUROPE · 08-16 UTCμ +0.46% · Σ +3.65%US · 16-24 UTCμ -0.59% · Σ -4.70%CUMULATIVE Δ PATH · final -2.55%+2.20%-3.30%0.50% · 1h0.50% · 1h0.50%1h-0.80% · 2h-0.80% · 2h-0.80%2h0.30% · 3h0.30% · 3h0.30%3h-1.30% · 4h-1.30% · 4h-1.30%4h0.40% · 5h0.40% · 5h0.40%5h-0.45% · 6h-0.45% · 6h-0.45%6h-0.20% · 7h-0.20% · 7h-0.20%7h-0.45% · 8h-0.45% · 8h-0.45%8h2.55% · 9h2.55% · 9h2.55%9h★ BEST-1.15% · 10h-1.15% · 10h-1.15%10h1.30% · 11h1.30% · 11h1.30%11h-0.20% · 12h-0.20% · 12h-0.20%12h0.70% · 13h0.70% · 13h0.70%13h1.00% · 14h1.00% · 14h1.00%14h-0.10% · 15h-0.10% · 15h-0.10%15h-2.75% · 16h-2.75% · 16h-2.75%16h▼ WORST0.00% · 17h0.00% · 17h·17h-1.25% · 18h-1.25% · 18h-1.25%18h-0.25% · 19h-0.25% · 19h-0.25%19h0.55% · 20h0.55% · 20h0.55%20h-1.70% · 21h-1.70% · 21h-1.70%21h0.15% · 22h0.15% · 22h0.15%22h0.55% · 23h0.55% · 23h0.55%23h0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNEurope-led (+3.65%)RUNSup max 3 · down max 3BREADTH46% up · 50% down · 4% flat
11 up bars · 12 down · best 2.55% · worst -2.75% · typical |Δ| 0.777%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.65%)FINAL-2.65%MAX DD-5.41%RECOVERYONGOING · 10 barsMAX RUN-UP+2.15%UNDERWATER19/25 (76%)STREAK↗ 3EQUITY CURVE · end 0.9735 · peak 1.0215 · range [0.9662, 1.0215]1.02150.9662break-even = 1★ PEAK 1.0215UNDERWATER DRAWDOWN · max -5.41% · significant0%-5.41%▼ TROUGH -5.41%TOP DRAWDOWN PERIODS · 4 total#1 -5.41%bar 16-25 · 10 bars · ONGOING#2 -2.48%bar 3-9 · 7 bars · recovered#3 -1.15%bar 11-11 · 1 bars · recoveredDD SEVERITYsignificant (max -5.41%)RECOVERYongoing · 10 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9735 (-2.65%) · max DD -5.41% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-13.03 · σ=33.42MIXED EDGELAST -12.10 (+0.03σ vs μ)68.6934.340.00-34.34-68.69μ = -13.03-28.51-28.51-49.09-49.09-42.98-42.986.496.498.458.4518.0818.0821.2421.2432.0032.0051.4651.4626.5326.53-0.53-0.53-15.87-15.87-26.93-26.93-40.49-40.49-49.77-49.77-68.69-68.69-44.74-44.74-32.03-32.03-12.10-12.10v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -12.098 · range [-68.69, 51.46] · μ -13.025 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=105.6131 · σ=25.9264 · range [57.7463, 137.5054] · R²=0.019▲ RISING +13.45%σ EXTREME 24.55%LAST 78.4421137.5054117.565697.625977.686157.7463μ = 105.6131max 137.5054min 57.7463dataMA(3)OLS R²=0.02μ lineμ ± σ bandmaxmin
latest 78.44% · range [57.75%, 137.51%] · μ 105.61% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.443 · σ=0.284MEAN-REVERSIONLAST -0.364 (+0.28σ vs μ)0.8160.4080.000-0.408-0.816μ = -0.443-0.768-0.768-0.808-0.808-0.751-0.751-0.184-0.184-0.511-0.511-0.594-0.594-0.708-0.708-0.816-0.816-0.626-0.626-0.502-0.5020.0450.0450.0480.048-0.003-0.003-0.254-0.254-0.373-0.373-0.322-0.322-0.604-0.604-0.320-0.320-0.364-0.364v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.364 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.0943
p-VALUE (log scale)
0.3509
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
4.1234
p-VALUE (log scale)
0.5336
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
-1.6034
p-VALUE (log scale)
0.4841
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
1.0785
p-VALUE (log scale)
0.2808
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (15 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2938
p-VALUE (log scale)
0.1929
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
-0.6648
p-VALUE (log scale)
0.5062
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.798 ≈ 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=1.31e-4 · top T=2.00h (30.0%) · top-3 cover 59.7%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)4.7e-43.5e-42.4e-41.2e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.74e-5 · 4.9% energyperiod 24.0 · power 7.74e-5 · 4.9% energyperiod 12.0 · power 1.81e-4 · 11.5% energyperiod 12.0 · power 1.81e-4 · 11.5% energyperiod 8.0 · power 1.88e-6 · 0.1% energyperiod 8.0 · power 1.88e-6 · 0.1% energyperiod 6.0 · power 5.03e-5 · 3.2% energyperiod 6.0 · power 5.03e-5 · 3.2% energyperiod 4.8 · power 1.52e-4 · 9.7% energyperiod 4.8 · power 1.52e-4 · 9.7% energyperiod 4.0 · power 1.37e-5 · 0.9% energyperiod 4.0 · power 1.37e-5 · 0.9% energyperiod 3.4 · power 1.28e-5 · 0.8% energyperiod 3.4 · power 1.28e-5 · 0.8% energyperiod 3.0 · power 1.47e-4 · 9.3% energyperiod 3.0 · power 1.47e-4 · 9.3% energyperiod 2.7 · power 2.86e-4 · 18.2% energyperiod 2.7 · power 2.86e-4 · 18.2% energyperiod 2.4 · power 1.76e-5 · 1.1% energyperiod 2.4 · power 1.76e-5 · 1.1% energyperiod 2.2 · power 1.62e-4 · 10.3% energyperiod 2.2 · power 1.62e-4 · 10.3% energyperiod 2.0 · power 4.73e-4 · 30.0% energyperiod 2.0 · power 4.73e-4 · 30.0% energy50% by T=2.7h#1 dominantT=2.00h#2T=2.67h#3T=12.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 30.0% of total energy · Σ|X̂|²/n = 1.575e-3

▸ Depth section using sovereign-store price series (3608 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 15.4 d · σ/bar 0.115pp · expected |Δp| over horizon 2.21ppterminal variance p(1−p) = 0.1229 · n = 3608✓ n = 3608
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.115pp
one-bar volatility · logit-free
Per-day movedaily
0.56pp
σ × √24
Per-horizon move15d
2.21pp
σ × √368.91761833333334
Terminal variancebinary
0.1229
p(1−p) at resolution
Current pricep
14.3¢
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 0.19pp · ES₉₅ 0.24pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.02✓ n = 3608
VaR 95%
0.19pp
1.645·σ (parametric) of Δp
ES 95%
0.24pp
mean of the tail
Max drawdown
28.4pp
peak 19.6¢ → trough 14.0¢
Median step
0.05pp
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
14.3%
= price
Decimal oddsEU
6.969
total return per $1
AmericanUS
+597
$100 wins $597
FractionalUK
5.97 / 1
profit per $1 risked
Profit per $100stake
+$596.86
clean dollar framing
-1000-5000+500+1000020406080100you · 14.3%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)
0.593 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.593 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.80 bit
self-information
Surprise · NO−log₂(1−p)
0.22 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
104510220350712683638324057138337438666546691080996862248324351110206545999142
NO token ID
101731075782883593599322095713849738799082926264175032319719261541409999735158
Snapshot fetched
2026-06-14 15:04:56 UTC
Snapshot age
7ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:04:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
6597db997dd58212a7e36b2c7b774f47e646f7de42833a1e1d015241c7409281 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢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$64,111HL PERPETH-USD perpetual$1,661.5HL PERPHYPE-USD perpetual$60.52

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
0.148000
(best bid + best ask) / 2
Spread
270.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.288
bid-heavy
Imbalance (top-5)
-0.603
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-june-30-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1707551537.53bp0.20000017FILLED
BUY$10.00K0.32653812063.41bp0.49900059FILLED
BUY$100.00K0.69147336721.18bp0.960000113FILLED
SELL$1.00K0.137096736.73bp0.13200013FILLED
SELL$10.00K0.0212678563.05bp0.00100071PARTIAL
SELL$100.00K0.0212678563.05bp0.00100071PARTIAL

Risk metrics

▸ sovereign store · 3,608 barsperiods/year ≈ 1.75M
Realized vol (annualised)
912.35%
σ per bar = 0.006891
Mean return (annualised)
-4831.26%
μ per bar = -0.000028
Sharpe (rf=0)
-5.30
annualised; risk-free assumed zero
Max drawdown
28.39%
peak 0.20 → trough 0.14 over 1509 bars

/api/asset/pm-israel-x-hezbollah-permanent-peace-deal-by-june-30-2026/risk · same metrics, JSON