POLYMARKET · PREDICTION MARKET · US AND IRAN SIGN AN AGREEMENT BY...?

US and Iran sign an agreement by June 22, 2026?

YES · live
84.5¢
NO · live
15.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-and-iran-sign-an-agreement-by-june-22-2026-20260611221049852 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
870.35%
max drawdown
9.78%
sharpe
—
ulcer index
6.62%
RMS drawdown
pain index
5.51%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
9.78%
cond. drawdown
gain/pain
1.13
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.13
upside/downside
roll spread
1.0 bps
implied (price-only)
bars used
346
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-us-and-iran-sign-an-agreement-by-june-22-2026-20260611221049852/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH2ms⏱--:--:-- 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
84.5¢
NO · live
15.5¢
YES price · live 24h
n=25 · μ=0.6682 · σ=0.0962 · range [0.5100, 0.8550] · R²=0.003▲ RISING +16.90%σ HIGH 14.40%LAST 0.83000.85500.76880.68250.59620.5100μ = 0.6682max 0.8550min 0.5100dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 83.00¢
YES / NO split · live
YES 84.5%NO 15.5%YES84.5%84.50¢ · odds 1/1.18
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.622 / 1.00 bits (62%) · moderate uncertainty
YES
84.5%84.5¢1.18×▬ +0.00pp
NO
15.5%15.5¢6.45×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=11,100 · μ=462.5 · σ=708.1 · CV=1.53BURSTY · concentratedcumulative energy ↗ · 50% by h=1306631,3251,9882,650μ = 4632,65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 11100bp moved · peak 2650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
2ms
▲YES mid
84.50¢ (84.50%)
▼NO mid
15.50¢ (15.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$34.8k
≋liquidity $
$19.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6682 · σ=0.0962 · range [0.5100, 0.8550] · R²=0.003▲ RISING +16.90%σ HIGH 14.40%LAST 0.83000.85500.76880.68250.59620.5100μ = 0.6682max 0.8550min 0.5100dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 83.00¢
NO price · CLOB mid
n=25 · μ=0.3322 · σ=0.0955 · range [0.1450, 0.4900] · R²=0.004▼ FALLING -37.93%σ EXTREME 28.76%LAST 0.18000.49000.40370.31750.23130.1450μ = 0.3322max 0.4900min 0.1450dataMA(5)OLS R²=0.00μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 18.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0082 · σ=0.0773 · skew=0.60 (right-skewed) · kurt=2.65 (leptokurtic (fat tails))14117401-17.20ppbin -17.20pp · n=1 · 7.1% peakbin -17.20pp · n=1 · 7.1% peak1-12.60ppbin -12.60pp · n=1 · 7.1% peakbin -12.60pp · n=1 · 7.1% peak1-8.00ppbin -8.00pp · n=1 · 7.1% peakbin -8.00pp · n=1 · 7.1% peak3-3.40ppbin -3.40pp · n=3 · 21.4% peakbin -3.40pp · n=3 · 21.4% peak141.20ppbin 1.20pp · n=14 · 100.0% peakbin 1.20pp · n=14 · 100.0% peak25.80ppbin 5.80pp · n=2 · 14.3% peakbin 5.80pp · n=2 · 14.3% peak10.40pp115.00ppbin 15.00pp · n=1 · 7.1% peakbin 15.00pp · n=1 · 7.1% peak19.60pp124.20ppbin 24.20pp · n=1 · 7.1% peakbin 24.20pp · n=1 · 7.1% 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=0.79 · kurt=3.28 · near 9 / mid 14 / 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN66.82¢95% CI: [63.05¢, 70.59¢]
σ STD DEV9.62ppσ² = 92.602 · CV = 14.40%
med MEDIAN70.00¢Q₁ 58.00¢ · Q₃ 71.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 34.50pp · IQR 13.00pp (1.349σ→12.98pp)
min 51.00¢Q₁ 58.00¢med 70.00¢Q₃ 71.00¢max 85.50¢μ
SKEWNESS · G₁0.219approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.748mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.33
σ × 1.349 ↔ IQRconsistent with normalratio = 1.00
range ↔ σconcentrated (range < 4σ)range / σ = 3.59
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) -0.23 + ADF rejected
ρ(1) AUTOCORR-0.234within white-noise band
ρ(2) AUTOCORR+0.017lag-2 not significant
H · HURST EXPONENT0.962strongly persistent
OLS TREND · t-STAT-0.273fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.962
H = 0.962STRONGLY 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=1-0.234k=2+0.017k=3-0.130k=4-0.028k=5+0.1400+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]NOT SIGNIFICANT (|t|=0.27)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.23 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.27)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 ID2510938
SLUGus-and-iran-sign…611221049852
CATEGORYUS and Iran sign an agreement by...?
TWO-SIDED PRICINGFAVOURS YES (85¢)
PRIMARY · YES84.50¢implied prob 84.50% · decimal odds 1.18×
COUNTER · NO15.50¢implied prob 15.50% · decimal odds 6.45×
84.50¢
15.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME34.85k USD 24h
LIQUIDITY19.23k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (85¢)|primary − counter| = 0.690 · entropy 0.622 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 84.5%NO 15.5%YES p̂84.5%H = 0.622 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.18×(85¢)NO6.45×(16¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.622 bits (62% 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 · LOWresolves 2026-06-23 03:59 UTC
8days
04hrs
38min
8.19 days·θ = 47.143 pp/day
YES →$1.00(P = 84.5%)
NO →$0.00(P = 15.5%)
current: $0.8450 · expected return per side: $0.16 on YES hit · $0.84 on NO hit
0%25%50%75%100%YES $1NO $0NOW+4.1dRESOLVESP projection · σ=9.62% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 47.143 pp/day
now8.19d left
47.143 pp/day×1.00
−25%6.15d left
54.436 pp/day×1.15
−50%4.10d left
66.670 pp/day×1.41
−75%2.05d left
94.286 pp/day×2.00
−90%19.66h left
149.079 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 26.50% · worst -19.50% · typical |Δ| 4.62%MILD BULLISH +12.00%BEST+26.50%22hWORST-19.50%11hTYPICAL |Δ|4.62%mean absoluteCUMULATIVE+12.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ +0.07% · Σ +0.50%EUROPE · 08-16 UTCμ -1.81% · Σ -14.50%US · 16-24 UTCμ +3.56% · Σ +28.50%CUMULATIVE Δ PATH · final +12.00%+14.50%-20.00%-0.50% · 1h-0.50% · 1h-0.50%1h0.00% · 2h0.00% · 2h·2h-0.50% · 3h-0.50% · 3h-0.50%3h0.00% · 4h0.00% · 4h·4h1.50% · 5h1.50% · 5h1.50%5h-1.00% · 6h-1.00% · 6h-1.00%6h1.00% · 7h1.00% · 7h1.00%7h-1.00% · 8h-1.00% · 8h-1.00%8h1.50% · 9h1.50% · 9h1.50%9h-1.50% · 10h-1.50% · 10h-1.50%10h-19.50% · 11h-19.50% · 11h-19.50%11h▼ WORST16.50% · 12h16.50% · 12h16.50%12h-13.00% · 13h-13.00% · 13h-13.00%13h2.50% · 14h2.50% · 14h2.50%14h0.00% · 15h0.00% · 15h·15h1.00% · 16h1.00% · 16h1.00%16h4.50% · 17h4.50% · 17h4.50%17h0.50% · 18h0.50% · 18h0.50%18h-7.50% · 19h-7.50% · 19h-7.50%19h-2.50% · 20h-2.50% · 20h-2.50%20h6.00% · 21h6.00% · 21h6.00%21h26.50% · 22h26.50% · 22h26.50%22h★ BEST0.00% · 23h0.00% · 23h·23h-2.50% · 24h-2.50% · 24h-2.50%24hTIME PATTERNUS-led (+28.50%)RUNSup max 3 · down max 2BREADTH42% up · 42% down · 17% flat
10 up bars · 10 down · best 26.50% · worst -19.50% · typical |Δ| 4.625%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +4.02%FINAL+4.02%MAX DD-21.20%RECOVERYONGOING · 12 barsMAX RUN-UP+6.69%UNDERWATER20/25 (80%)STREAK↘ 1EQUITY CURVE · end 1.0402 · peak 1.0669 · range [0.7956, 1.0669]1.06690.7956break-even = 1★ PEAK 1.0669UNDERWATER DRAWDOWN · max -21.20% · severe0%-21.20%▼ TROUGH -21.20%TOP DRAWDOWN PERIODS · 4 total#1 -21.20%bar 11-22 · 12 bars · recovered#2 -2.50%bar 25-25 · 1 bars · ONGOING#3 -1.01%bar 7-9 · 3 bars · recoveredDD SEVERITYsevere (max -21.20%)RECOVERYongoing · 15 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0402 (4.02%) · max DD -21.20% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −9 (47% positive) · μ=0.97 · σ=20.67MIXED EDGELAST 25.64 (+1.19σ vs μ)40.1220.060.00-20.06-40.12μ = 0.97-9.06-9.0616.7616.760.000.0026.6926.695.605.60-40.12-40.12-4.08-4.08-21.25-21.25-16.63-16.63-18.59-18.59-15.39-15.3918.9818.98-11.29-11.293.813.81-15.47-15.476.396.3936.3836.3830.0530.0525.6425.64v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 25.639 · range [-40.12, 36.38] · μ 0.969 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=688.8144 · σ=453.0429 · range [80.6040, 1185.8942] · R²=0.288▲ RISING +1312.94%σ EXTREME 65.77%LAST 1138.88721185.8942909.5716633.2491356.926580.6040μ = 688.8144max 1185.8942min 80.6040dataMA(3)OLS R²=0.29μ lineμ ± σ bandmaxmin
latest 1138.89% · range [80.60%, 1185.89%] · μ 688.81% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.331 · σ=0.381CLOSE TO MARTINGALELAST 0.070 (+1.05σ vs μ)0.7720.3860.000-0.386-0.772μ = -0.331-0.384-0.384-0.583-0.583-0.636-0.636-0.772-0.772-0.752-0.7520.0370.037-0.468-0.468-0.677-0.677-0.731-0.731-0.731-0.731-0.698-0.698-0.510-0.510-0.105-0.1050.0240.0240.2500.2500.0700.0700.2250.2250.0810.0810.0700.070v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.070 · |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 6 REJECT · mixed evidence1 reject·5 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
21.9912
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
2.6594
p-VALUE (log scale)
0.7547
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
-1.9908
p-VALUE (log scale)
0.2997
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
0.9189
p-VALUE (log scale)
0.3581
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (13 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1652
p-VALUE (log scale)
0.4175
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
-0.7901
p-VALUE (log scale)
0.4295
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.760 ≈ 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=7.65e-3 · top T=2.00h (19.2%) · top-3 cover 47.6%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.8e-21.3e-28.8e-34.4e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.54e-3 · 6.0% energyperiod 24.0 · power 5.54e-3 · 6.0% energyperiod 12.0 · power 8.64e-4 · 0.9% energyperiod 12.0 · power 8.64e-4 · 0.9% energyperiod 8.0 · power 7.68e-3 · 8.4% energyperiod 8.0 · power 7.68e-3 · 8.4% energyperiod 6.0 · power 5.66e-3 · 6.2% energyperiod 6.0 · power 5.66e-3 · 6.2% energyperiod 4.8 · power 1.11e-2 · 12.1% energyperiod 4.8 · power 1.11e-2 · 12.1% energyperiod 4.0 · power 3.93e-3 · 4.3% energyperiod 4.0 · power 3.93e-3 · 4.3% energyperiod 3.4 · power 6.59e-3 · 7.2% energyperiod 3.4 · power 6.59e-3 · 7.2% energyperiod 3.0 · power 3.87e-3 · 4.2% energyperiod 3.0 · power 3.87e-3 · 4.2% energyperiod 2.7 · power 9.38e-3 · 10.2% energyperiod 2.7 · power 9.38e-3 · 10.2% energyperiod 2.4 · power 1.50e-2 · 16.4% energyperiod 2.4 · power 1.50e-2 · 16.4% energyperiod 2.2 · power 4.59e-3 · 5.0% energyperiod 2.2 · power 4.59e-3 · 5.0% energyperiod 2.0 · power 1.76e-2 · 19.2% energyperiod 2.0 · power 1.76e-2 · 19.2% energy50% by T=2.7h#1 dominantT=2.00h#2T=2.40h#3T=4.80hT=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 19.2% of total energy · Σ|X̂|²/n = 9.183e-2

▸ Depth section using sovereign-store price series (346 bars · effective 1753103 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 8.2 d · σ/bar 0.658pp · expected |Δp| over horizon 9.22ppterminal variance p(1−p) = 0.1310 · n = 346✓ n = 346
μ per bar
+0.004pp
average Δp · drift
σ per bar
0.658pp
one-bar volatility · logit-free
Per-day movedaily
3.22pp
σ × √24
Per-horizon move8d
9.22pp
σ × √196.64466861111111
Terminal variancebinary
0.1310
p(1−p) at resolution
Current pricep
84.5¢
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 1.08pp · ES₉₅ 1.35pp · method parametric · drift-correcteddrift +0.004pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 346
VaR 95%
1.08pp
1.645·σ (parametric) of Δp
ES 95%
1.35pp
mean of the tail
Max drawdown
9.8pp
peak 92.0¢ → trough 83.0¢
Median step
1.00pp
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
84.5%
= price
Decimal oddsEU
1.183
total return per $1
AmericanUS
-545
risk $545 to win $100
FractionalUK
0.18 / 1
profit per $1 risked
Profit per $100stake
+$18.34
clean dollar framing
-1000-5000+500+1000020406080100you · 84.5%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)
0.622 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.622 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.24 bit
self-information
Surprise · NO−log₂(1−p)
2.69 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
64942842588941553962699380139874158336799013424123601783617702636404231768631
NO token ID
90769474672280513096843529188398146748936763314274153970833547260813227231191
Snapshot fetched
2026-06-14 23:20:19 UTC
Snapshot age
2ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:20:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
cbb3aee58bd25b510311dd8b17d55c976fbc052b839fa901e344b8a852c03f0e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDDraw99.9¢HL PREDSpain91.2¢POLYMARKETWill Netherlands win on 2026-06-14?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?78¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,559.5HL PERPETH-USD perpetual$1,722.15HL PERPHYPE-USD perpetual$63.77

Also see: /arb opportunities · RSS feed · more in US and Iran sign an 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
0.815000
(best bid + best ask) / 2
Spread
368.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.944
bid-heavy
Imbalance (top-5)
-0.183
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-us-and-iran-sign-an-agreement-by-june-22-2026-20260611221049852/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.862924588.02bp0.8700005FILLED
BUY$10.00K0.9056721112.54bp0.99000015PARTIAL
BUY$100.00K0.9056721112.54bp0.99000015PARTIAL
SELL$1.00K0.745158856.96bp0.7300006FILLED
SELL$10.00K0.3176496102.47bp0.17000027FILLED
SELL$100.00K0.1125848618.60bp0.01000039PARTIAL

Risk metrics

▸ sovereign store · 346 barsperiods/year ≈ 1.75M
Realized vol (annualised)
996.10%
σ per bar = 0.007523
Mean return (annualised)
9101.36%
μ per bar = 0.000052
Sharpe (rf=0)
9.14
annualised; risk-free assumed zero
Max drawdown
9.78%
peak 0.92 → trough 0.83 over 150 bars

/api/asset/pm-us-and-iran-sign-an-agreement-by-june-22-2026-20260611221049852/risk · same metrics, JSON