POLYMARKET · PREDICTION MARKET · ISRAEL X SYRIA SECURITY AGREEMENT BY...?

Israel x Syria security agreement by June 30?

YES · live
3.9¢
NO · live
96.2¢

▸ Advanced metrics · M2M bundle

polymarket · israel-x-syria-security-agreement-by-june-30 · fresh · feed 11s old
24h sparkline · 60 pts
realized vol (ann.)
137.44%
max drawdown
33.04%
sharpe
ulcer index
21.82%
RMS drawdown
pain index
18.82%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
30.76%
cond. drawdown
gain/pain
0.89
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.89
upside/downside
roll spread
2.5 bps
implied (price-only)
bars used
1072
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-israel-x-syria-security-agreement-by-june-30/bundle · venue execution: polymarket
LIVEPOLL0SRCWARMING10.8s--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
3.9¢
NO · live
96.2¢
YES price · live 24h
n=25 · μ=0.0295 · σ=0.0140 · range [0.0105, 0.0570] · R²=0.751 RISING +266.67%σ EXTREME 47.38%LAST 0.03850.05700.04540.03380.02210.0105μ = 0.0295max 0.0570min 0.0105dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 3.85¢
YES / NO split · live
YES 3.9%NO 96.2%NO96.2%96.15¢ · odds 1/1.04
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.235 / 1.00 bits (24%) · informative — one side favoured
YES
3.9%3.9¢25.97× +0.00pp
NO
96.2%96.2¢1.04× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=690 · μ=28.8 · σ=65.6 · CV=2.28BURSTY · concentratedcumulative energy ↗ · 50% by h=21061123184245μ = 2924550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 690bp moved · peak 245bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
10.8s
YES mid
3.85¢ (3.85%)
NO mid
96.15¢ (96.15%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$35.0k
liquidity $
$19.8k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0295 · σ=0.0140 · range [0.0105, 0.0570] · R²=0.751 RISING +266.67%σ EXTREME 47.38%LAST 0.03850.05700.04540.03380.02210.0105μ = 0.0295max 0.0570min 0.0105dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 3.85¢
NO price · CLOB mid
n=25 · μ=0.9705 · σ=0.0140 · range [0.9430, 0.9895] · R²=0.751 FALLING -2.83%σ NORMAL 1.44%LAST 0.96150.98950.97790.96630.95460.9430μ = 0.9705max 0.9895min 0.9430dataMA(5)OLS R²=0.75μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 96.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0024 · σ=0.0065 · skew=1.01 (right-skewed) · kurt=4.28 (leptokurtic (fat tails))18149501-1.49ppbin -1.49pp · n=1 · 5.6% peakbin -1.49pp · n=1 · 5.6% peak-1.08pp-0.66pp2-0.25ppbin -0.25pp · n=2 · 11.1% peakbin -0.25pp · n=2 · 11.1% peak180.17ppbin 0.17pp · n=18 · 100.0% peakbin 0.17pp · n=18 · 100.0% peak10.58ppbin 0.58pp · n=1 · 5.6% peakbin 0.58pp · n=1 · 5.6% peak1.00pp1.41pp11.83ppbin 1.83pp · n=1 · 5.6% peakbin 1.83pp · n=1 · 5.6% peak12.24ppbin 2.24pp · n=1 · 5.6% peakbin 2.24pp · n=1 · 5.6% 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=1.28 · kurt=5.27 · near 5 / mid 17 / far 2 · OLS slope=0.78 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-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=25PLATYKURTIC · THIN TAILS (G₂=-1.21)
μ MEAN2.95¢95% CI: [2.40¢, 3.49¢]
σ STD DEV1.40ppσ² = 1.948 · CV = 47.38%
med MEDIAN3.50¢Q₁ 1.05¢ · Q₃ 3.85¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.05¢Q₁ 1.05¢med 3.50¢Q₃ 3.85¢max 5.70¢μ
SKEWNESS · G₁-0.357approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.211platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.40
σ × 1.349 ↔ IQRdiverges from normalratio = 0.67
range ↔ σconcentrated (range < 4σ)range / σ = 3.33
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) -0.26 + ADF rejected
ρ(1) AUTOCORR-0.259within white-noise band
ρ(2) AUTOCORR-0.032lag-2 not significant
H · HURST EXPONENT1.236strongly persistent
OLS TREND · t-STAT+8.335significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.236STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.259k=2-0.032k=3-0.034k=4-0.093k=5+0.0480+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.26 + 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|=8.33)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 ID1116646
SLUGisrael-x-syria-security-agreement-by-june-30
CATEGORYIsrael x Syria security agreement by...?
TWO-SIDED PRICING
PRIMARY · YES3.85¢implied prob 3.85% · decimal odds 25.97×
COUNTER · NO96.15¢implied prob 96.15% · decimal odds 1.04×
3.85¢
96.15¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME34.98k USD 24h
LIQUIDITY19.80k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (96¢)|primary − counter| = 0.923 · entropy 0.235 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 3.9%NO 96.2%YES3.9%H = 0.235 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES25.97×(4¢)NO1.04×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.235 bits (24% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 2.45% · worst -1.70% · typical |Δ| 0.29%MILD BULLISH +2.80%BEST+2.45%8hWORST-1.70%22hTYPICAL |Δ|0.29%mean absoluteCUMULATIVE+2.80%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.00% · Σ +0.00%EUROPE · 08-16 UTCμ +0.31% · Σ +2.50%US · 16-24 UTCμ +0.04% · Σ +0.30%CUMULATIVE Δ PATH · final +2.80%+4.65%0.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h2.45% · 8h2.45% · 8h2.45%8h★ BEST0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.00% · 13h0.00% · 13h·13h0.05% · 14h0.05% · 14h0.05%14h0.00% · 15h0.00% · 15h·15h0.40% · 16h0.40% · 16h0.40%16h-0.20% · 17h-0.20% · 17h-0.20%17h0.20% · 18h0.20% · 18h0.20%18h0.10% · 19h0.10% · 19h0.10%19h0.00% · 20h0.00% · 20h·20h1.65% · 21h1.65% · 21h1.65%21h-1.70% · 22h-1.70% · 22h-1.70%22h▼ WORST-0.15% · 23h-0.15% · 23h-0.15%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+2.50%)RUNSup max 2 · down max 2BREADTH25% up · 13% down · 63% flat
6 up bars · 3 down · best 2.45% · worst -1.70% · typical |Δ| 0.288%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +2.78% · SHALLOW DDFINAL+2.78%MAX DD-1.85%RECOVERYONGOING · 3 barsMAX RUN-UP+4.71%UNDERWATER5/25 (20%)STREAK▬ 0EQUITY CURVE · end 1.0278 · peak 1.0471 · range [1.0000, 1.0471]1.04711.0000break-even = 1★ PEAK 1.0471UNDERWATER DRAWDOWN · max -1.85% · moderate0%-1.85%▼ TROUGH -1.85%TOP DRAWDOWN PERIODS · 2 total#1 -1.85%bar 23-25 · 3 bars · ONGOING#2 -0.20%bar 18-19 · 2 bars · recoveredDD SEVERITYmoderate (max -1.85%)RECOVERYongoing · 3 barsTIME UNDER WATER20% of session · 5/25 bars
final equity 1.0278 (2.78%) · max DD -1.85% · time-under-water 5/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +16 / −1 (84% positive) · μ=28.20 · σ=18.10PROFITABLE STRATEGYLAST -1.47 (-1.64σ vs μ)50.5425.270.00-25.27-50.54μ = 28.200.000.000.000.0038.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2143.7443.7419.9019.9034.3534.3542.6842.6838.2138.2150.5450.540.730.731.461.46-1.47-1.47v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -1.468 · range [-1.47, 50.54] · μ 28.201 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=53.5368 · σ=43.1218 · range [0.0000, 99.9502] · R²=0.014 FLATσ EXTREME 80.55%LAST 99.434099.950274.962749.975124.98760.0000μ = 53.5368max 99.9502min 0.0000dataMA(3)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 99.43% · range [0.00%, 99.95%] · μ 53.54% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +0 / −17 (0% positive) · μ=-0.290 · σ=0.251MEAN-REVERSIONLAST -0.453 (-0.65σ vs μ)0.7180.3590.000-0.359-0.718μ = -0.2900.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.033-0.033-0.033-0.233-0.233-0.073-0.073-0.523-0.523-0.692-0.692-0.718-0.718-0.713-0.713-0.120-0.120-0.498-0.498-0.445-0.445-0.453-0.453v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.453 · |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
54.5198
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
2.2264
p-VALUE (log scale)
0.8187
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
-1.5497
p-VALUE (log scale)
0.5096
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
-0.8165
p-VALUE (log scale)
0.4142
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (4 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7810
p-VALUE (log scale)
0.0079
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
-1.0328
p-VALUE (log scale)
0.3017
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.686 ≈ 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=4.82e-5 · top T=2.18h (20.2%) · top-3 cover 55.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.2e-48.8e-55.9e-52.9e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.19e-5 · 3.8% energyperiod 24.0 · power 2.19e-5 · 3.8% energyperiod 12.0 · power 4.23e-5 · 7.3% energyperiod 12.0 · power 4.23e-5 · 7.3% energyperiod 8.0 · power 9.92e-6 · 1.7% energyperiod 8.0 · power 9.92e-6 · 1.7% energyperiod 6.0 · power 7.62e-5 · 13.2% energyperiod 6.0 · power 7.62e-5 · 13.2% energyperiod 4.8 · power 2.98e-6 · 0.5% energyperiod 4.8 · power 2.98e-6 · 0.5% energyperiod 4.0 · power 8.64e-5 · 14.9% energyperiod 4.0 · power 8.64e-5 · 14.9% energyperiod 3.4 · power 3.00e-5 · 5.2% energyperiod 3.4 · power 3.00e-5 · 5.2% energyperiod 3.0 · power 4.29e-5 · 7.4% energyperiod 3.0 · power 4.29e-5 · 7.4% energyperiod 2.7 · power 1.15e-4 · 19.9% energyperiod 2.7 · power 1.15e-4 · 19.9% energyperiod 2.4 · power 3.31e-5 · 5.7% energyperiod 2.4 · power 3.31e-5 · 5.7% energyperiod 2.2 · power 1.17e-4 · 20.2% energyperiod 2.2 · power 1.17e-4 · 20.2% energyperiod 2.0 · power 4.75e-35 · 0.0% energyperiod 2.0 · power 4.75e-35 · 0.0% energy50% by T=3.0h#1 dominantT=2.18h#2T=2.67h#3T=4.00hT=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 ≈ 2.18h (freq 0.458) · concentrates 20.2% of total energy · Σ|X̂|²/n = 5.782e-4

▸ Depth section using sovereign-store price series (1072 bars · effective 1752616 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 0.3 d · σ/bar 0.104pp · expected |Δp| over horizon 0.25ppterminal variance p(1−p) = 0.0370 · n = 1072n = 1072
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.104pp
one-bar volatility · logit-free
Per-day movedaily
0.51pp
σ × √24
Per-horizon move0d
0.25pp
σ × √6
Terminal variancebinary
0.0370
p(1−p) at resolution
Current pricep
3.9¢
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 0.17pp · ES₉₅ 0.21pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 1072
VaR 95%
0.17pp
1.645·σ (parametric) of Δp
ES 95%
0.21pp
mean of the tail
Max drawdown
33.0pp
peak 5.8¢ → trough 3.9¢
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
3.9%
= price
Decimal oddsEU
25.974
total return per $1
AmericanUS
+2497
$100 wins $2497
FractionalUK
24.97 / 1
profit per $1 risked
Profit per $100stake
+$2497.40
clean dollar framing
-1000-5000+500+1000020406080100you · 3.9%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)
0.235 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.235 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.70 bit
self-information
Surprise · NO−log₂(1−p)
0.06 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
84348038402659639941836209260221772039942739491890721010819630693075602597129
NO token ID
35052799380906612241653419359721988743807116588205346860506039024527003073301
Snapshot fetched
2026-06-18 11:03:05 UTC
Snapshot age
10.8s
History points
25 CLOB mids
Page rendered
2026-06-18 11:03:16 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
eb69c71a1ddf57ea5551f4b1d227a6a5efa1fea852d87cfac8669074b5d5a66c · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Israel x Syria security agreement 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
0.038500
(best bid + best ask) / 2
Spread
8051.9bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.628
ask-heavy
Imbalance (top-5)
-0.256
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-syria-security-agreement-by-june-30/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.24486153600.37bp0.50000017FILLED
BUY$10.00K0.526371126719.79bp0.71000034FILLED
BUY$100.00K0.843841209179.57bp0.98000052FILLED
SELL$1.00K0.0034049115.83bp0.00100013PARTIAL
SELL$10.00K0.0034049115.83bp0.00100013PARTIAL
SELL$100.00K0.0034049115.83bp0.00100013PARTIAL

Risk metrics

sovereign store · 1,072 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2902.40%
σ per bar = 0.021924
Mean return (annualised)
-23700.56%
μ per bar = -0.000135
Sharpe (rf=0)
-8.17
annualised; risk-free assumed zero
Max drawdown
33.04%
peak 0.06 → trough 0.04 over 849 bars

/api/asset/pm-israel-x-syria-security-agreement-by-june-30/risk · same metrics, JSON