POLYMARKET · PREDICTION MARKET · MOJTABA KHAMENEI PUBLIC APPEARANCE BY...?

Mojtaba Khamenei seen in public by June 30?

YES · live
8.5¢
NO · live
91.5¢

▸ Advanced metrics · M2M bundle

polymarket · mojtaba-khamenei-seen-in-public-by-june-30-832 · fresh · feed 13s old
24h sparkline · 60 pts▼ -26.09%
realized vol (ann.)
53.37%
max drawdown
11.11%
sharpe
—
ulcer index
9.42%
RMS drawdown
pain index
8.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
11.11%
cond. drawdown
gain/pain
0.83
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.83
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-26.09%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -26.09%
Same bundle via M2M API: /api/m2m/pm-mojtaba-khamenei-seen-in-public-by-june-30-832/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING12.7s⏱--:--:-- 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
8.5¢
NO · live
91.5¢
YES price · live 24h
n=25 · μ=0.0898 · σ=0.0135 · range [0.0700, 0.1150] · R²=0.554▼ FALLING -26.09%σ EXTREME 15.03%LAST 0.08500.11500.10380.09250.08130.0700μ = 0.0898max 0.1150min 0.0700dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 8.50¢
YES / NO split · live
YES 8.5%NO 91.5%NO91.5%91.50¢ · odds 1/1.09
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.420 / 1.00 bits (42%) · informative — one side favoured
YES
8.5%8.5¢11.76×▬ +0.00pp
NO
91.5%91.5¢1.09×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,000 · μ=41.7 · σ=52.5 · CV=1.26BURSTY · concentratedcumulative energy ↗ · 50% by h=9050100150200μ = 4220050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1000bp moved · peak 200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12.7s
▲YES mid
8.50¢ (8.50%)
▼NO mid
91.50¢ (91.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.8k
≋liquidity $
$36.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0898 · σ=0.0135 · range [0.0700, 0.1150] · R²=0.554▼ FALLING -26.09%σ EXTREME 15.03%LAST 0.08500.11500.10380.09250.08130.0700μ = 0.0898max 0.1150min 0.0700dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 8.50¢
NO price · CLOB mid
n=25 · μ=0.9102 · σ=0.0135 · range [0.8850, 0.9300] · R²=0.554▲ RISING +3.39%σ NORMAL 1.48%LAST 0.91500.93000.91880.90750.89620.8850μ = 0.9102max 0.9300min 0.8850dataMA(5)OLS R²=0.55μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 91.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0009 · σ=0.0061 · skew=1.19 (right-skewed) · kurt=2.08 (leptokurtic (fat tails))1296304-0.85ppbin -0.85pp · n=4 · 33.3% peakbin -0.85pp · n=4 · 33.3% peak5-0.55ppbin -0.55pp · n=5 · 41.7% peakbin -0.55pp · n=5 · 41.7% peak-0.25pp120.05ppbin 0.05pp · n=12 · 100.0% peakbin 0.05pp · n=12 · 100.0% peak0.35pp10.65ppbin 0.65pp · n=1 · 8.3% peakbin 0.65pp · n=1 · 8.3% peak10.95ppbin 0.95pp · n=1 · 8.3% peakbin 0.95pp · n=1 · 8.3% peak1.25pp1.55pp11.85ppbin 1.85pp · n=1 · 8.3% peakbin 1.85pp · n=1 · 8.3% 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=1.27 · kurt=2.76 · near 15 / mid 8 / far 1 · OLS slope=0.92 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=0.93)
μ MEAN8.98¢95% CI: [8.45¢, 9.51¢]
σ STD DEV1.35ppσ² = 1.823 · CV = 15.03%
med MEDIAN8.50¢Q₁ 8.00¢ · Q₃ 9.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 4.50pp · IQR 1.00pp (1.349σ→1.82pp)
min 7.00¢Q₁ 8.00¢med 8.50¢Q₃ 9.00¢max 11.50¢μ
SKEWNESS · G₁0.931right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.565mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.36
σ × 1.349 ↔ IQRdiverges from normalratio = 1.82
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.187within white-noise band
ρ(2) AUTOCORR+0.059lag-2 not significant
H · HURST EXPONENT0.950strongly persistent
OLS TREND · t-STAT-5.346significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.950
H = 0.950STRONGLY 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=1-0.187k=2+0.059k=3-0.122k=4-0.142k=5+0.3870+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|=5.35)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=5.35)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 ID2364516
SLUGmojtaba-khamenei-seen-in-public-by-june-30-832
CATEGORYMojtaba Khamenei public appearance by...?
TWO-SIDED PRICINGFAVOURS NO (92¢)
PRIMARY · YES8.50¢implied prob 8.50% · decimal odds 11.76×
COUNTER · NO91.50¢implied prob 91.50% · decimal odds 1.09×
8.50¢
91.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME25.84k USD 24h
LIQUIDITY36.07k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (92¢)|primary − counter| = 0.830 · entropy 0.420 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 8.5%NO 91.5%YES p̂8.5%H = 0.420 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES11.76×(9¢)NO1.09×(92¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.420 bits (42% 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 · LOWresolves 2026-06-30 00:00 UTC
11days
10hrs
38min
11.44 days·θ = 6.614 pp/day
YES →$1.00(P = 8.5%)
NO →$0.00(P = 91.5%)
current: $0.0850 · expected return per side: $0.92 on YES hit · $0.09 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.7dRESOLVESP projection · σ=1.35% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 6.614 pp/day
now11.44d left
6.614 pp/day×1.00
−25%8.58d left
7.637 pp/day×1.15
−50%5.72d left
9.353 pp/day×1.41
−75%2.86d left
13.227 pp/day×2.00
−90%1.14d left
20.914 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 2.00% · worst -1.00% · typical |Δ| 0.42%BEARISH SESSION -3.00%BEST+2.00%13hWORST-1.00%6hTYPICAL |Δ|0.42%mean absoluteCUMULATIVE-3.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.50% · Σ -3.50%EUROPE · 08-16 UTCμ +0.06% · Σ +0.50%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -3.00%+0.00%-4.50%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h-0.50% · 4h-0.50% · 4h-0.50%4h-1.00% · 5h-1.00% · 5h-1.00%5h-1.00% · 6h-1.00% · 6h-1.00%6h▼ WORST-1.00% · 7h-1.00% · 7h-1.00%7h1.00% · 8h1.00% · 8h1.00%8h-0.50% · 9h-0.50% · 9h-0.50%9h0.00% · 10h0.00% · 10h·10h-0.50% · 11h-0.50% · 11h-0.50%11h-1.00% · 12h-1.00% · 12h-1.00%12h2.00% · 13h2.00% · 13h2.00%13h★ BEST-0.50% · 14h-0.50% · 14h-0.50%14h0.00% · 15h0.00% · 15h·15h-0.50% · 16h-0.50% · 16h-0.50%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.50% · 22h0.50% · 22h0.50%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNEurope-led (+0.50%)RUNSup max 1 · down max 4BREADTH13% up · 38% down · 50% flat
3 up bars · 9 down · best 2.00% · worst -1.00% · typical |Δ| 0.417%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-3.01%)FINAL-3.01%MAX DD-4.43%RECOVERYONGOING · 21 barsMAX RUN-UP+0.00%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 0.9699 · peak 1.0000 · range [0.9557, 1.0000]1.00000.9557break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -4.43% · moderate0%-4.43%▼ TROUGH -4.43%TOP DRAWDOWN PERIODS · 1 total#1 -4.43%bar 5-25 · 21 bars · ONGOINGDD SEVERITYmoderate (max -4.43%)RECOVERYongoing · 21 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9699 (-3.01%) · max DD -4.43% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +5 / −12 (26% positive) · μ=-23.01 · σ=42.11UNPROFITABLE STRATEGYLAST 38.21 (+1.45σ vs μ)111.0655.530.00-55.53-111.06μ = -23.01-79.33-79.33-111.06-111.06-48.68-48.68-60.42-60.42-48.68-48.68-41.44-41.44-41.44-41.4413.8613.86-7.30-7.300.000.00-7.30-7.300.000.0016.7616.76-60.42-60.42-38.21-38.21-38.21-38.2138.2138.2138.2138.2138.2138.21v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.210 · range [-111.06, 38.21] · μ -23.013 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=61.2566 · σ=33.1126 · range [19.1050, 105.3376] · R²=0.227▼ FALLING -58.48%σ EXTREME 54.06%LAST 19.1050105.337683.779462.221340.663119.1050μ = 61.2566max 105.3376min 19.1050dataMA(3)OLS R²=0.23μ lineμ ± σ bandmaxmin
latest 19.10% · range [19.10%, 105.34%] · μ 61.26% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.166 · σ=0.304MEAN-REVERSIONLAST -0.233 (-0.22σ vs μ)0.5800.2900.000-0.290-0.580μ = -0.1660.5800.5800.5800.580-0.041-0.041-0.083-0.083-0.093-0.093-0.275-0.275-0.392-0.392-0.268-0.268-0.432-0.432-0.455-0.455-0.432-0.432-0.545-0.545-0.199-0.199-0.333-0.333-0.233-0.233-0.033-0.033-0.033-0.033-0.233-0.233-0.233-0.233v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.233 · |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
21.2585
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
7.0416
p-VALUE (log scale)
0.2164
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
-2.0053
p-VALUE (log scale)
0.2936
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
0.4179
p-VALUE (log scale)
0.6761
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6233
p-VALUE (log scale)
0.0205
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
-0.4640
p-VALUE (log scale)
0.6427
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.859 ≈ 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=4.24e-5 · top T=2.40h (23.0%) · top-3 cover 52.2%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 3.95e-5 · 7.8% energyperiod 24.0 · power 3.95e-5 · 7.8% energyperiod 12.0 · power 4.13e-5 · 8.1% energyperiod 12.0 · power 4.13e-5 · 8.1% energyperiod 8.0 · power 1.79e-6 · 0.4% energyperiod 8.0 · power 1.79e-6 · 0.4% energyperiod 6.0 · power 5.10e-5 · 10.0% energyperiod 6.0 · power 5.10e-5 · 10.0% energyperiod 4.8 · power 8.74e-5 · 17.2% energyperiod 4.8 · power 8.74e-5 · 17.2% energyperiod 4.0 · power 1.67e-5 · 3.3% energyperiod 4.0 · power 1.67e-5 · 3.3% energyperiod 3.4 · power 2.71e-6 · 0.5% energyperiod 3.4 · power 2.71e-6 · 0.5% energyperiod 3.0 · power 2.81e-5 · 5.5% energyperiod 3.0 · power 2.81e-5 · 5.5% energyperiod 2.7 · power 6.07e-5 · 11.9% energyperiod 2.7 · power 6.07e-5 · 11.9% energyperiod 2.4 · power 1.17e-4 · 23.0% energyperiod 2.4 · power 1.17e-4 · 23.0% energyperiod 2.2 · power 5.79e-5 · 11.4% energyperiod 2.2 · power 5.79e-5 · 11.4% energyperiod 2.0 · power 4.17e-6 · 0.8% energyperiod 2.0 · power 4.17e-6 · 0.8% energy50% by T=3.0h#1 dominantT=2.40h#2T=4.80h#3T=2.67hT=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 23.0% of total energy · Σ|X̂|²/n = 5.083e-4

▸ 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

Returns · per bar / per day / per horizon
Horizon 11.4 d · σ/bar 0.069pp · expected |Δp| over horizon 1.15ppterminal variance p(1−p) = 0.0778 · n = 5000✓ n = 5000
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.069pp
one-bar volatility · logit-free
Per-day movedaily
0.34pp
σ × √24
Per-horizon move11d
1.15pp
σ × √274.6396786111111
Terminal variancebinary
0.0778
p(1−p) at resolution
Current pricep
8.5¢
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 0.11pp · ES₉₅ 0.14pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 5000
VaR 95%
0.11pp
1.645·σ (parametric) of Δp
ES 95%
0.14pp
mean of the tail
Max drawdown
50.0pp
peak 14.0¢ → trough 7.0¢
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
8.5%
= price
Decimal oddsEU
11.765
total return per $1
AmericanUS
+1076
$100 wins $1076
FractionalUK
10.76 / 1
profit per $1 risked
Profit per $100stake
+$1076.47
clean dollar framing
-1000-5000+500+1000020406080100you · 8.5%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)
0.420 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.420 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.56 bit
self-information
Surprise · NO−log₂(1−p)
0.13 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
100088745855348469404655096080883817163119178687450746294707190493973657076741
NO token ID
8651143110232533588143263678487970480081839631506177537421200549009609162304
Snapshot fetched
2026-06-18 13:21:24 UTC
Snapshot age
12.7s
History points
25 CLOB mids
Page rendered
2026-06-18 13:21:37 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c0c09d7fafa36e6ddafa7e9acacf01fb37a34d0ab620c47e0737f3b9a457f56d · 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 Mojtaba Khamenei public appearance 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
0.085000
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.666
ask-heavy
Imbalance (top-5)
-0.267
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-mojtaba-khamenei-seen-in-public-by-june-30-832/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0975551477.11bp0.1000002FILLED
BUY$10.00K0.34250430294.59bp0.65000023FILLED
BUY$100.00K0.76162179602.46bp0.99000044FILLED
SELL$1.00K0.0255236997.32bp0.0100008PARTIAL
SELL$10.00K0.0255236997.32bp0.0100008PARTIAL
SELL$100.00K0.0255236997.32bp0.0100008PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
991.34%
σ per bar = 0.007489
Mean return (annualised)
-13519.57%
μ per bar = -0.000077
Sharpe (rf=0)
-13.64
annualised; risk-free assumed zero
Max drawdown
50.00%
peak 0.14 → trough 0.07 over 2201 bars

/api/asset/pm-mojtaba-khamenei-seen-in-public-by-june-30-832/risk · same metrics, JSON