POLYMARKET · PREDICTION MARKET · US ANNOUNCES NEW IRAN AGREEMENT/CEASEFIRE EXTENSION BY...?

US announces new Iran agreement/ceasefire extension by June 17?

YES · live
50.5¢
NO · live
49.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-17 · fresh · feed 1s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
529.66%
max drawdown
38.82%
sharpe
—
ulcer index
17.65%
RMS drawdown
pain index
13.96%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
38.49%
cond. drawdown
gain/pain
0.84
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.84
upside/downside
roll spread
0.9 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-us-announces-new-iran-agreementceasefire-extension-by-june-17/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH754ms⏱--:--:-- 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
50.5¢
NO · live
49.5¢
YES price · live 24h
n=25 · μ=0.6154 · σ=0.0690 · range [0.4600, 0.7400] · R²=0.111▼ FALLING -14.68%σ HIGH 11.22%LAST 0.46500.74000.67000.60000.53000.4600μ = 0.6154max 0.7400min 0.4600dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 46.50¢
YES / NO split · live
YES 50.5%NO 49.5%YES50.5%50.50¢ · odds 1/1.98
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 1.000 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
50.5%50.5¢1.98×▬ +0.00pp
NO
49.5%49.5¢2.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=10,700 · μ=445.8 · σ=407.8 · CV=0.91BURSTYcumulative energy ↗ · 50% by h=1103136259381,250μ = 4461,25050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 10700bp moved · peak 1250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
754ms
▲YES mid
50.50¢ (50.50%)
▼NO mid
49.50¢ (49.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$51.0k
≋liquidity $
$42.6k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.6154 · σ=0.0690 · range [0.4600, 0.7400] · R²=0.111▼ FALLING -14.68%σ HIGH 11.22%LAST 0.46500.74000.67000.60000.53000.4600μ = 0.6154max 0.7400min 0.4600dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 46.50¢
NO price · CLOB mid
n=25 · μ=0.3846 · σ=0.0690 · range [0.2600, 0.5400] · R²=0.111▲ RISING +17.58%σ EXTREME 17.95%LAST 0.53500.54000.47000.40000.33000.2600μ = 0.3846max 0.5400min 0.2600dataMA(5)OLS R²=0.11μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 53.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0030 · σ=0.0557 · skew=0.32 (symmetric) · kurt=-0.28 (mesokurtic)975201-10.30ppbin -10.30pp · n=1 · 11.1% peakbin -10.30pp · n=1 · 11.1% peak3-7.90ppbin -7.90pp · n=3 · 33.3% peakbin -7.90pp · n=3 · 33.3% peak2-5.50ppbin -5.50pp · n=2 · 22.2% peakbin -5.50pp · n=2 · 22.2% peak1-3.10ppbin -3.10pp · n=1 · 11.1% peakbin -3.10pp · n=1 · 11.1% peak9-0.70ppbin -0.70pp · n=9 · 100.0% peakbin -0.70pp · n=9 · 100.0% peak21.70ppbin 1.70pp · n=2 · 22.2% peakbin 1.70pp · n=2 · 22.2% peak24.10ppbin 4.10pp · n=2 · 22.2% peakbin 4.10pp · n=2 · 22.2% peak26.50ppbin 6.50pp · n=2 · 22.2% peakbin 6.50pp · n=2 · 22.2% peak8.90pp211.30ppbin 11.30pp · n=2 · 22.2% peakbin 11.30pp · n=2 · 22.2% 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=0.37 · kurt=-0.07 · near 22 / mid 2 / far 0 · OLS slope=1.01 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDMILDLY HEAVY UPPERLOWER 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 MEAN61.54¢95% CI: [58.83¢, 64.25¢]
σ STD DEV6.90ppσ² = 47.665 · CV = 11.22%
med MEDIAN61.50¢Q₁ 57.50¢ · Q₃ 66.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 28.00pp · IQR 8.50pp (1.349σ→9.31pp)
min 46.00¢Q₁ 57.50¢med 61.50¢Q₃ 66.00¢max 74.00¢μ
SKEWNESS · G₁-0.415approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.112mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.01
σ × 1.349 ↔ IQRconsistent with normalratio = 1.10
range ↔ σwide tails (range > 4σ)range / σ = 4.06
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) -0.24 + ADF rejected
ρ(1) AUTOCORR-0.243within white-noise band
ρ(2) AUTOCORR+0.307lag-2 not significant
H · HURST EXPONENT0.893strongly persistent
OLS TREND · t-STAT-1.698fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.893
H = 0.893STRONGLY 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=1-0.243k=2+0.307k=3-0.331k=4+0.164k=5-0.1620+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]MARGINAL @ 10% (|t|=1.70)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.24 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.70)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 ID2508400
SLUGus-announces-new…n-by-june-17
CATEGORYUS announces new…nsion by...?
TWO-SIDED PRICINGBALANCED · ~50/50
PRIMARY · YES50.50¢implied prob 50.50% · decimal odds 1.98×
COUNTER · NO49.50¢implied prob 49.50% · decimal odds 2.02×
50.50¢
49.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME50.97k USD 24h
LIQUIDITY42.59k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWBALANCED · ~50/50|primary − counter| = 0.010 · entropy 1.000 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 50.5%NO 49.5%YES p̂50.5%H = 1.000 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.98×(51¢)NO2.02×(50¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 1.000 bits (100% of max) · maximum uncertainty (~50/50)
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 · MEDIUMresolves 2026-06-17 00:00 UTC
2days
10hrs
22min
2.43 days·θ = 33.822 pp/day
YES →$1.00(P = 50.5%)
NO →$0.00(P = 49.5%)
current: $0.5050 · expected return per side: $0.49 on YES hit · $0.51 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.2dRESOLVESP projection · σ=6.90% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 33.822 pp/day
now2.43d left
33.822 pp/day×1.00
−25%1.82d left
39.055 pp/day×1.15
−50%1.22d left
47.832 pp/day×1.41
−75%14.59h left
67.645 pp/day×2.00
−90%5.84h left
106.956 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 12.50% · worst -11.50% · typical |Δ| 4.46%BEARISH SESSION -8.00%BEST+12.50%1hWORST-11.50%23hTYPICAL |Δ|4.46%mean absoluteCUMULATIVE-8.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +1.14% · Σ +8.00%EUROPE · 08-16 UTCμ +1.44% · Σ +11.50%US · 16-24 UTCμ -3.50% · Σ -28.00%CUMULATIVE Δ PATH · final -8.00%+19.50%-8.50%12.50% · 1h12.50% · 1h12.50%1h★ BEST-1.00% · 2h-1.00% · 2h-1.00%2h7.50% · 3h7.50% · 3h7.50%3h-7.50% · 4h-7.50% · 4h-7.50%4h-1.00% · 5h-1.00% · 5h-1.00%5h-8.00% · 6h-8.00% · 6h-8.00%6h5.50% · 7h5.50% · 7h5.50%7h-5.00% · 8h-5.00% · 8h-5.00%8h3.50% · 9h3.50% · 9h3.50%9h-1.50% · 10h-1.50% · 10h-1.50%10h1.50% · 11h1.50% · 11h1.50%11h-3.50% · 12h-3.50% · 12h-3.50%12h-1.00% · 13h-1.00% · 13h-1.00%13h5.00% · 14h5.00% · 14h5.00%14h12.50% · 15h12.50% · 15h12.50%15h-6.50% · 16h-6.50% · 16h-6.50%16h-0.50% · 17h-0.50% · 17h-0.50%17h-1.00% · 18h-1.00% · 18h-1.00%18h0.00% · 19h0.00% · 19h·19h-0.50% · 20h-0.50% · 20h-0.50%20h-9.00% · 21h-9.00% · 21h-9.00%21h1.00% · 22h1.00% · 22h1.00%22h-11.50% · 23h-11.50% · 23h-11.50%23h▼ WORST0.50% · 24h0.50% · 24h0.50%24hTIME PATTERNEurope-led (+11.50%)RUNSup max 2 · down max 3BREADTH38% up · 58% down · 4% flat
9 up bars · 14 down · best 12.50% · worst -11.50% · typical |Δ| 4.458%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -11.56%FINAL-11.56%MAX DD-26.50%RECOVERYONGOING · 21 barsMAX RUN-UP+19.73%UNDERWATER22/25 (88%)STREAK↗ 1EQUITY CURVE · end 0.8844 · peak 1.1973 · range [0.8800, 1.1973]1.19730.8800break-even = 1★ PEAK 1.1973UNDERWATER DRAWDOWN · max -26.50% · severe0%-26.50%▼ TROUGH -26.50%TOP DRAWDOWN PERIODS · 2 total#1 -26.50%bar 5-25 · 21 bars · ONGOING#2 -1.00%bar 3-3 · 1 bars · recoveredDD SEVERITYsevere (max -26.50%)RECOVERYongoing · 21 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 0.8844 (-11.56%) · max DD -26.50% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=-11.14 · σ=31.31MIXED EDGELAST -55.28 (-1.41σ vs μ)71.1035.550.00-35.55-71.10μ = -11.144.774.77-10.95-10.95-19.96-19.96-34.18-34.18-20.06-20.06-12.08-12.081.901.90-29.90-29.9019.2919.2934.6934.6918.4718.4713.7713.7720.2820.2822.8822.889.939.93-71.10-71.10-42.67-42.67-61.47-61.47-55.28-55.28v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -55.283 · range [-71.10, 34.69] · μ -11.140 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=515.4495 · σ=129.6118 · range [292.9983, 764.6287] · R²=0.063▼ FALLING -32.65%σ EXTREME 25.15%LAST 514.9845764.6287646.7211528.8135410.9059292.9983μ = 515.4495max 764.6287min 292.9983dataMA(3)OLS R²=0.06μ lineμ ± σ bandmaxmin
latest 514.98% · range [293.00%, 764.63%] · μ 515.45% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.366 · σ=0.268MEAN-REVERSIONLAST -0.643 (-1.03σ vs μ)0.7180.3590.000-0.359-0.718μ = -0.366-0.180-0.180-0.485-0.485-0.588-0.588-0.587-0.587-0.718-0.718-0.715-0.715-0.684-0.684-0.566-0.566-0.223-0.2230.2600.260-0.195-0.195-0.121-0.121-0.173-0.173-0.117-0.117-0.368-0.368-0.083-0.083-0.363-0.363-0.408-0.408-0.643-0.643v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.643 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.6651
p-VALUE (log scale)
0.7171
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
9.2261
p-VALUE (log scale)
0.0993
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
-1.9348
p-VALUE (log scale)
0.3263
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
1.3668
p-VALUE (log scale)
0.1717
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (15 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1954
p-VALUE (log scale)
0.3648
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
-0.7192
p-VALUE (log scale)
0.4720
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.781 ≈ 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=3.97e-3 · top T=2.00h (20.2%) · top-3 cover 48.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)9.6e-37.2e-34.8e-32.4e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.83e-4 · 1.0% energyperiod 24.0 · power 4.83e-4 · 1.0% energyperiod 12.0 · power 4.55e-3 · 9.6% energyperiod 12.0 · power 4.55e-3 · 9.6% energyperiod 8.0 · power 2.78e-3 · 5.8% energyperiod 8.0 · power 2.78e-3 · 5.8% energyperiod 6.0 · power 6.42e-3 · 13.5% energyperiod 6.0 · power 6.42e-3 · 13.5% energyperiod 4.8 · power 1.95e-3 · 4.1% energyperiod 4.8 · power 1.95e-3 · 4.1% energyperiod 4.0 · power 1.71e-3 · 3.6% energyperiod 4.0 · power 1.71e-3 · 3.6% energyperiod 3.4 · power 3.30e-3 · 6.9% energyperiod 3.4 · power 3.30e-3 · 6.9% energyperiod 3.0 · power 1.00e-3 · 2.1% energyperiod 3.0 · power 1.00e-3 · 2.1% energyperiod 2.7 · power 3.15e-3 · 6.6% energyperiod 2.7 · power 3.15e-3 · 6.6% energyperiod 2.4 · power 7.08e-3 · 14.9% energyperiod 2.4 · power 7.08e-3 · 14.9% energyperiod 2.2 · power 5.63e-3 · 11.8% energyperiod 2.2 · power 5.63e-3 · 11.8% energyperiod 2.0 · power 9.60e-3 · 20.2% energyperiod 2.0 · power 9.60e-3 · 20.2% energy50% by T=2.7h#1 dominantT=2.00h#2T=2.40h#3T=6.00hT=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 ≈ 2.00h (freq 0.500) · concentrates 20.2% of total energy · Σ|X̂|²/n = 4.764e-2

▸ Depth section using sovereign-store price series (3310 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

Returns · per bar / per day / per horizon
Horizon 2.4 d · σ/bar 0.345pp · expected |Δp| over horizon 2.64ppterminal variance p(1−p) = 0.2500 · n = 3310✓ n = 3310
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.345pp
one-bar volatility · logit-free
Per-day movedaily
1.69pp
σ × √24
Per-horizon move2d
2.64pp
σ × √58.379758333333335
Terminal variancebinary
0.2500
p(1−p) at resolution
Current pricep
50.5¢
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 0.57pp · ES₉₅ 0.72pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 3310
VaR 95%
0.57pp
1.645·σ (parametric) of Δp
ES 95%
0.72pp
mean of the tail
Max drawdown
38.8pp
peak 76.0¢ → trough 46.5¢
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
50.5%
= price
Decimal oddsEU
1.980
total return per $1
AmericanUS
-102
risk $102 to win $100
FractionalUK
0.98 / 1
profit per $1 risked
Profit per $100stake
+$98.02
clean dollar framing
-1000-5000+500+1000020406080100you · 50.5%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)
1.000 bit
max 1.0 at p = 0.5
Your entropyH(q)
1.000 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.99 bit
self-information
Surprise · NO−log₂(1−p)
1.01 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
96419601816400670263601098728302627216487676498760820529177594492675259966399
NO token ID
110433801093489528709680693141640573910907510542520679255468674804393384377404
Snapshot fetched
2026-06-14 13:37:11 UTC
Snapshot age
754ms
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
313d1116f3f0e5131fe0cdb94015be0442bdc1ffb2c0ad9419caef7014bc25cd · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.2¢HL PREDSpain90.3¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?12¢HL PERPBTC-USD perpetual$64,273HL PERPETH-USD perpetual$1,665.4HL PERPHYPE-USD perpetual$60.88

Also see: /arb opportunities · RSS feed · more in US announces new Iran agreement/ceasefire extension 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
0.465000
(best bid + best ask) / 2
Spread
1505.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.676
bid-heavy
Imbalance (top-5)
+0.554
bid-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-announces-new-iran-agreementceasefire-extension-by-june-17/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5417831651.25bp0.5800007FILLED
BUY$10.00K0.6764034546.31bp0.81000028FILLED
BUY$100.00K0.8679848666.32bp0.99000045PARTIAL
SELL$1.00K0.4137421102.32bp0.4000004FILLED
SELL$10.00K0.1301977200.06bp0.03000033FILLED
SELL$100.00K0.0510478902.22bp0.01000035PARTIAL

Risk metrics

▸ sovereign store · 3,310 barsperiods/year ≈ 1.75M
Realized vol (annualised)
738.80%
σ per bar = 0.005580
Mean return (annualised)
-11293.06%
μ per bar = -0.000064
Sharpe (rf=0)
-15.29
annualised; risk-free assumed zero
Max drawdown
38.82%
peak 0.76 → trough 0.47 over 1572 bars

/api/asset/pm-us-announces-new-iran-agreementceasefire-extension-by-june-17/risk · same metrics, JSON