POLYMARKET · PREDICTION MARKET · RUSSIA X UKRAINE CEASEFIRE AGREEMENT BY...?
Russia x Ukraine ceasefire agreement by June 30, 2026?
4.5¢
95.5¢
▸ Advanced metrics · M2M bundle
polymarket · russia-x-ukraine-ceasefire-agreement-by-june-30-2026 · fresh · feed 1s old24h sparkline · 60 pts▼ —
realized vol (ann.)
100.39%
max drawdown
34.07%
sharpe
—
ulcer index
20.37%
RMS drawdown
pain index
14.86%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
34.07%
cond. drawdown
gain/pain
1.15
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.15
upside/downside
roll spread
1.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-russia-x-ukraine-ceasefire-agreement-by-june-30-2026/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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¢
25 ticks · last 4.45¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.263 / 1.00 bits (26%) · informative — one side favoured
YES4.5%4.5¢22.47×▬ +0.00pp
NO95.5%95.5¢1.05×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 640bp moved · peak 235bp · n=24 ticks
570ms
4.45¢ (4.45%)
95.55¢ (95.55%)
100.00%
0.000pp
$49.3k
$81.8k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 4.45¢
25 NO observations from clob.polymarket.com · last 95.55¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.419approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.760mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: INDETERMINATE · weak signal at n=24
HURST EXPONENT [0, 1]
H = 0.955STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
4.45¢
95.55¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES22.47×(4¢)NO1.05×(96¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.263 bits (26% of max) · informative — one side strongly favoured
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
⏱ URGENCY · DISTANTresolves 2026-12-31 00:00 UTC
199days
10hrs
22min
YES →$1.00
NO →$0.00
current: $0.0445 · expected return per side: $0.96 on YES hit · $0.04 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 5.564 pp/day
now199.43d left5.564 pp/day×1.00
−25%149.57d left6.425 pp/day×1.15
−50%99.72d left7.869 pp/day×1.41
−75%49.86d left11.129 pp/day×2.00
−90%19.94d left17.596 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
8 up bars · 9 down · best 2.35% · worst -0.90% · typical |Δ| 0.267%
§10 · Equity curve & underwater drawdown
final equity 1.0208 (2.08%) · max DD -1.79% · time-under-water 14/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest -80.720 · range [-80.72, 90.14] · μ 14.664 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 32.56% · range [3.52%, 106.80%] · μ 45.62% · σ̂ scaled to annualised (×√8760)
latest -0.029 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
REJECT H₀***H₀: Δp ~ Normal(μ, σ²)
STATISTIC
168.8563
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
3.7822
p-VALUE (log scale)
0.5834
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.7301
p-VALUE (log scale)
0.4237
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.2662
p-VALUE (log scale)
0.7901
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.6739
p-VALUE (log scale)
0.0159
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.6020
p-VALUE (log scale)
0.5472
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)
dominant period ≈ 12.00h (freq 0.083) · concentrates 17.9% of total energy · Σ|X̂|²/n = 3.958e-4
▸ Depth section using sovereign-store price series (3312 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
Horizon 199.4 d · σ/bar 0.059pp · expected |Δp| over horizon 4.09ppterminal variance p(1−p) = 0.0425 · n = 3312✓ n = 3312
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.059pp
one-bar volatility · logit-free
Per-day movedaily
0.29pp
σ × √24
Per-horizon move199d
4.09pp
σ × √4786.379778333334
Terminal variancebinary
0.0425
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
VaR₉₅ 0.10pp · ES₉₅ 0.12pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 3312
VaR 95%
0.10pp
1.645·σ (parametric) of Δp
ES 95%
0.12pp
mean of the tail
Max drawdown
34.1pp
peak 6.8¢ → trough 4.5¢
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
Implied probabilityP
4.5%
= price
Decimal oddsEU
22.472
total return per $1
AmericanUS
+2147
$100 wins $2147
FractionalUK
21.47 / 1
profit per $1 risked
Profit per $100stake
+$2147.19
clean dollar framing
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
Market entropyH(p)
0.263 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.263 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
4.49 bit
self-information
Surprise · NO−log₂(1−p)
0.07 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
104294118885849019352832414950231763633396410525735204513485127451750468440190- NO token ID
96239911966203914988217073520970076892139739658228999100713789393532358013249- Snapshot fetched
- 2026-06-14 13:37:11 UTC
- Snapshot age
- 570ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 13:37:12 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
afa4a35597aabc7907c1ee1dcf839d09aaae8742f5bb79773c87b6fabd2d04c7· 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 Russia x Ukraine ceasefire agreement by...?
Market depth
▸ live order book · Polymarket YESDepth 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
0.044500
(best bid + best ask) / 2
Spread
674.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.058
ask-heavy
Imbalance (top-5)
+0.111
bid-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-russia-x-ukraine-ceasefire-agreement-by-june-30-2026/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.067539 | 5177.28bp | 0.087000 | 22 | FILLED |
| BUY | $10.00K | 0.177642 | 29919.45bp | 0.570000 | 79 | FILLED |
| BUY | $100.00K | 0.602400 | 125370.75bp | 0.940000 | 122 | FILLED |
| SELL | $1.00K | 0.015511 | 6514.45bp | 0.006000 | 28 | FILLED |
| SELL | $10.00K | 0.004433 | 9003.77bp | 0.001000 | 33 | PARTIAL |
| SELL | $100.00K | 0.004433 | 9003.77bp | 0.001000 | 33 | PARTIAL |
Risk metrics
▸ sovereign store · 3,312 barsperiods/year ≈ 1.75MRealized vol (annualised)
1498.87%
σ per bar = 0.011321
Mean return (annualised)
6984.11%
μ per bar = 0.000040
Sharpe (rf=0)
4.66
annualised; risk-free assumed zero
Max drawdown
34.07%
peak 0.07 → trough 0.04 over 381 bars
/api/asset/pm-russia-x-ukraine-ceasefire-agreement-by-june-30-2026/risk · same metrics, JSON