POLYMARKET · PREDICTION MARKET · UKRAINE SIGNS PEACE DEAL WITH RUSSIA BY JUNE 30?

Ukraine signs peace deal with Russia by June 30?

YES · live
1.4¢
NO · live
98.7¢

▸ Advanced metrics · M2M bundle

polymarket · ukraine-signs-peace-deal-with-russia-by-june-30 · fresh · feed 6s old
24h sparkline · 60 pts
realized vol (ann.)
14.55%
max drawdown
18.18%
sharpe
ulcer index
10.36%
RMS drawdown
pain index
8.91%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
18.18%
cond. drawdown
gain/pain
0.56
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.56
upside/downside
roll spread
4.3 bps
implied (price-only)
bars used
622
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ukraine-signs-peace-deal-with-russia-by-june-30/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH5.6s--:--:-- 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
1.4¢
NO · live
98.7¢
YES price · live 24h
n=25 · μ=0.0233 · σ=0.0039 · range [0.0135, 0.0280] · R²=0.318 FALLING -51.79%σ EXTREME 16.78%LAST 0.01350.02800.02440.02080.01710.0135μ = 0.0233max 0.0280min 0.0135dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.35¢
YES / NO split · live
YES 1.4%NO 98.7%NO98.7%98.65¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.103 / 1.00 bits (10%) · informative — one side favoured
YES
1.4%1.4¢74.07× +0.00pp
NO
98.7%98.7¢1.01× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=185 · μ=7.7 · σ=17.6 · CV=2.28BURSTY · concentratedcumulative energy ↗ · 50% by h=21020406080μ = 88050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 185bp moved · peak 80bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
5.6s
YES mid
1.35¢ (1.35%)
NO mid
98.65¢ (98.65%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$31.6k
liquidity $
$67.7k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0233 · σ=0.0039 · range [0.0135, 0.0280] · R²=0.318 FALLING -51.79%σ EXTREME 16.78%LAST 0.01350.02800.02440.02080.01710.0135μ = 0.0233max 0.0280min 0.0135dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.35¢
NO price · CLOB mid
n=25 · μ=0.9767 · σ=0.0039 · range [0.9720, 0.9865] · R²=0.318 RISING +1.49%σ LOW 0.40%LAST 0.98650.98650.98290.97920.97560.9720μ = 0.9767max 0.9865min 0.9720dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.65¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0003 · σ=0.0018 · skew=-2.97 (left-skewed) · kurt=8.86 (leptokurtic (fat tails))15118401-0.75ppbin -0.75pp · n=1 · 6.7% peakbin -0.75pp · n=1 · 6.7% peak-0.65pp-0.55pp-0.45pp1-0.35ppbin -0.35pp · n=1 · 6.7% peakbin -0.35pp · n=1 · 6.7% peak-0.25pp1-0.15ppbin -0.15pp · n=1 · 6.7% peakbin -0.15pp · n=1 · 6.7% peak5-0.05ppbin -0.05pp · n=5 · 33.3% peakbin -0.05pp · n=5 · 33.3% peak150.05ppbin 0.05pp · n=15 · 100.0% peakbin 0.05pp · n=15 · 100.0% peak10.15ppbin 0.15pp · n=1 · 6.7% peakbin 0.15pp · n=1 · 6.7% 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=-2.99 · kurt=9.76 · near 7 / mid 15 / far 2 · OLS slope=0.75 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-2.11σsample ↓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=25STRONGLY LEFT-SKEWED (G₁=-1.50)
μ MEAN2.33¢95% CI: [2.17¢, 2.48¢]
σ STD DEV0.39ppσ² = 0.152 · CV = 16.78%
med MEDIAN2.40¢Q₁ 2.40¢ · Q₃ 2.60¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.35¢Q₁ 2.40¢med 2.40¢Q₃ 2.60¢max 2.80¢μ
SKEWNESS · G₁-1.501left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.891mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 2.63
range ↔ σconcentrated (range < 4σ)range / σ = 3.72
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.171within white-noise band
ρ(2) AUTOCORR+0.106lag-2 not significant
H · HURST EXPONENT0.978strongly persistent
OLS TREND · t-STAT-3.272significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.978STRONGLY 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+0.171k=2+0.106k=3+0.054k=4-0.002k=5-0.0030+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 CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.27)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 ID956449
SLUGukraine-signs-peace-deal-with-russia-by-june-30
CATEGORYUkraine signs peace deal with Russia by June 30?
TWO-SIDED PRICING
PRIMARY · YES1.35¢implied prob 1.35% · decimal odds 74.07×
COUNTER · NO98.65¢implied prob 98.65% · decimal odds 1.01×
1.35¢
98.65¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME31.60k USD 24h
LIQUIDITY67.66k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.973 · entropy 0.103 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 1.4%NO 98.7%YES1.4%H = 0.103 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES74.07×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.103 bits (10% 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
9days
12hrs
10min
YES$1.00(P = 1.4%)
NO$0.00(P = 98.7%)
current: $0.0135 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.8dRESOLVESP projection · σ=0.39% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 1.912 pp/day
now9.51d left
1.912 pp/day×1.00
−25%7.13d left
2.208 pp/day×1.15
−50%4.75d left
2.704 pp/day×1.41
−75%2.38d left
3.824 pp/day×2.00
−90%22.82h left
6.046 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 0.20% · worst -0.80% · typical |Δ| 0.08%BEARISH SESSION -1.45%BEST+0.20%13hWORST-0.80%21hTYPICAL |Δ|0.08%mean absoluteCUMULATIVE-1.45%Σ signed ΔSTREAK↘ 6down-runASIA · 00-08 UTCμ -0.06% · Σ -0.40%EUROPE · 08-16 UTCμ +0.02% · Σ +0.20%US · 16-24 UTCμ -0.14% · Σ -1.15%CUMULATIVE Δ PATH · final -1.45%+0.00%-1.45%-0.35% · 1h-0.35% · 1h-0.35%1h-0.05% · 2h-0.05% · 2h-0.05%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·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h0.00% · 12h0.00% · 12h·12h0.20% · 13h0.20% · 13h0.20%13h★ BEST0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-0.10% · 19h-0.10% · 19h-0.10%19h-0.05% · 20h-0.05% · 20h-0.05%20h-0.80% · 21h-0.80% · 21h-0.80%21h▼ WORST-0.15% · 22h-0.15% · 22h-0.15%22h-0.05% · 23h-0.05% · 23h-0.05%23h-0.10% · 24h-0.10% · 24h-0.10%24hTIME PATTERNEurope-led (+0.20%)RUNSup max 1 · down max 6BREADTH4% up · 33% down · 63% flat
1 up bars · 8 down · best 0.20% · worst -0.80% · typical |Δ| 0.077%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-1.44%)FINAL-1.44%MAX DD-1.44%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↘ 6EQUITY CURVE · end 0.9856 · peak 1.0000 · range [0.9856, 1.0000]1.00000.9856break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -1.44% · moderate0%-1.44%▼ TROUGH -1.44%TOP DRAWDOWN PERIODS · 1 total#1 -1.44%bar 2-25 · 24 bars · ONGOINGDD SEVERITYmoderate (max -1.44%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9856 (-1.44%) · max DD -1.44% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −8 (32% positive) · μ=-9.27 · σ=39.74UNPROFITABLE STRATEGYLAST -66.72 (-1.45σ vs μ)66.7233.360.00-33.36-66.72μ = -9.27-44.49-44.49-38.21-38.210.000.000.000.000.000.000.000.000.000.0038.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.2138.21-38.21-38.21-55.93-55.93-46.77-46.77-55.77-55.77-59.33-59.33-66.72-66.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -66.717 · range [-66.72, 38.21] · μ -9.272 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=9.6175 · σ=10.6896 · range [0.0000, 29.6589] · R²=0.514 RISING +108.40%σ EXTREME 111.15%LAST 27.354229.658922.244214.82947.41470.0000μ = 9.6175max 29.6589min 0.0000dataMA(3)OLS R²=0.51μ lineμ ± σ bandmaxmin
latest 27.35% · range [0.00%, 29.66%] · μ 9.62% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −12 (11% positive) · μ=-0.064 · σ=0.124MEAN-REVERSIONLAST -0.198 (-1.09σ vs μ)0.2330.1170.000-0.117-0.233μ = -0.0640.0990.099-0.033-0.0330.0000.0000.0000.0000.0000.0000.0000.0000.0000.000-0.033-0.033-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.233-0.033-0.033-0.033-0.0330.2140.214-0.008-0.008-0.090-0.090-0.164-0.164-0.198-0.198v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.198 · |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
1 of 5 REJECT · mixed evidence1 reject·4 pass·1 n/a·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
195.8058
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
1.1984
p-VALUE (log scale)
0.9436
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
-0.0110
p-VALUE (log scale)
0.9549
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedrandom-walk behaviour (crit ≈ -2.86)
±

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC
p-VALUE (log scale)
no decision possibleinsufficient sign variety (1+/8-)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3920
p-VALUE (log scale)
0.0806
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
1.1015
p-VALUE (log scale)
0.2707
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.335 ≈ 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=3.28e-6 · top T=24.00h (27.0%) · top-3 cover 51.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.1e-58.0e-65.3e-62.7e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.06e-5 · 27.0% energyperiod 24.0 · power 1.06e-5 · 27.0% energyperiod 12.0 · power 3.89e-6 · 9.9% energyperiod 12.0 · power 3.89e-6 · 9.9% energyperiod 8.0 · power 3.52e-7 · 0.9% energyperiod 8.0 · power 3.52e-7 · 0.9% energyperiod 6.0 · power 1.97e-6 · 5.0% energyperiod 6.0 · power 1.97e-6 · 5.0% energyperiod 4.8 · power 4.85e-6 · 12.3% energyperiod 4.8 · power 4.85e-6 · 12.3% energyperiod 4.0 · power 2.68e-6 · 6.8% energyperiod 4.0 · power 2.68e-6 · 6.8% energyperiod 3.4 · power 4.71e-6 · 11.9% energyperiod 3.4 · power 4.71e-6 · 11.9% energyperiod 3.0 · power 1.82e-6 · 4.6% energyperiod 3.0 · power 1.82e-6 · 4.6% energyperiod 2.7 · power 2.93e-7 · 0.7% energyperiod 2.7 · power 2.93e-7 · 0.7% energyperiod 2.4 · power 1.90e-6 · 4.8% energyperiod 2.4 · power 1.90e-6 · 4.8% energyperiod 2.2 · power 3.98e-6 · 10.1% energyperiod 2.2 · power 3.98e-6 · 10.1% energyperiod 2.0 · power 2.34e-6 · 5.9% energyperiod 2.0 · power 2.34e-6 · 5.9% energy50% by T=4.8h#1 dominantT=24.00h#2T=4.80h#3T=3.43hT=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 ≈ 24.00h (freq 0.042) · concentrates 27.0% of total energy · Σ|X̂|²/n = 3.942e-5

▸ Depth section using sovereign-store price series (622 bars · effective 1753005 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 9.5 d · σ/bar 0.011pp · expected |Δp| over horizon 0.17ppterminal variance p(1−p) = 0.0133 · n = 622n = 622
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.011pp
one-bar volatility · logit-free
Per-day movedaily
0.05pp
σ × √24
Per-horizon move10d
0.17pp
σ × √228.18097972222222
Terminal variancebinary
0.0133
p(1−p) at resolution
Current pricep
1.4¢
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 0.02pp · ES₉₅ 0.02pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.01n = 622
VaR 95%
0.02pp
1.645·σ (parametric) of Δp
ES 95%
0.02pp
mean of the tail
Max drawdown
18.2pp
peak 1.7¢ → trough 1.4¢
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
1.4%
= price
Decimal oddsEU
74.074
total return per $1
AmericanUS
+7307
$100 wins $7307
FractionalUK
73.07 / 1
profit per $1 risked
Profit per $100stake
+$7307.41
clean dollar framing
-1000-5000+500+1000020406080100you · 1.4%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)
0.103 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.103 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.21 bit
self-information
Surprise · NO−log₂(1−p)
0.02 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
107965173802109212270506970508124160998805842633806802221888276406320354707806
NO token ID
50239914089802421403672716500419497657838572280262098500041913375192312204752
Snapshot fetched
2026-06-20 11:49:02 UTC
Snapshot age
5.6s
History points
25 CLOB mids
Page rendered
2026-06-20 11:49:08 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4588a24147cae7f61277d1ddb9843436c0fea12c82f0d0db42315ff81d578f58 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Ukraine signs peace deal with Russia by June 30?

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
0.013500
(best bid + best ask) / 2
Spread
2222.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.284
ask-heavy
Imbalance (top-5)
-0.736
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-ukraine-signs-peace-deal-with-russia-by-june-30/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.04070120149.08bp0.05400016FILLED
BUY$10.00K0.177751121667.70bp0.62900059FILLED
BUY$100.00K0.607830440244.16bp0.95000082FILLED
SELL$1.00K0.0017418710.22bp0.00100011PARTIAL
SELL$10.00K0.0017418710.22bp0.00100011PARTIAL
SELL$100.00K0.0017418710.22bp0.00100011PARTIAL

Risk metrics

sovereign store · 622 barsperiods/year ≈ 1.75M
Realized vol (annualised)
942.37%
σ per bar = 0.007118
Mean return (annualised)
-38998.11%
μ per bar = -0.000222
Sharpe (rf=0)
-41.38
annualised; risk-free assumed zero
Max drawdown
18.18%
peak 0.02 → trough 0.01 over 517 bars

/api/asset/pm-ukraine-signs-peace-deal-with-russia-by-june-30/risk · same metrics, JSON