POLYMARKET · PREDICTION MARKET · US-IRAN NUCLEAR DEAL BEFORE 2027?

US-Iran nuclear deal before 2027?

YES · live
80.5¢
NO · live
19.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-iran-nuclear-deal-before-2027 · fresh · feed 0s old
24h sparkline · 60 pts▲ 0.63%
realized vol (ann.)
146.56%
max drawdown
6.40%
sharpe
—
ulcer index
3.03%
RMS drawdown
pain index
2.24%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.87%
cond. drawdown
gain/pain
0.90
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.90
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
0.63%
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-us-iran-nuclear-deal-before-2027/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH13ms⏱--:--:-- 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
80.5¢
NO · live
19.5¢
YES price · live 24h
n=25 · μ=0.8120 · σ=0.0128 · range [0.7950, 0.8500] · R²=0.149▬ FLATσ NORMAL 1.58%LAST 0.80500.85000.83620.82250.80880.7950μ = 0.8120max 0.8500min 0.7950dataMA(5)OLS R²=0.15μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 80.50¢
YES / NO split · live
YES 80.5%NO 19.5%YES80.5%80.50¢ · odds 1/1.24
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.712 / 1.00 bits (71%) · moderate uncertainty
YES
80.5%80.5¢1.24×▬ +0.00pp
NO
19.5%19.5¢5.13×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,100 · μ=87.5 · σ=72.6 · CV=0.83BURSTYcumulative energy ↗ · 50% by h=13063125188250μ = 8725050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2100bp moved · peak 250bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
13ms
▲YES mid
80.50¢ (80.50%)
▼NO mid
19.50¢ (19.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$43.6k
≋liquidity $
$134.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8120 · σ=0.0128 · range [0.7950, 0.8500] · R²=0.149▬ FLATσ NORMAL 1.58%LAST 0.80500.85000.83620.82250.80880.7950μ = 0.8120max 0.8500min 0.7950dataMA(5)OLS R²=0.15μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 80.50¢
NO price · CLOB mid
n=25 · μ=0.1880 · σ=0.0128 · range [0.1500, 0.2050] · R²=0.149▬ FLATσ HIGH 6.82%LAST 0.19500.20500.19120.17750.16380.1500μ = 0.1880max 0.2050min 0.1500dataMA(5)OLS R²=0.15μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 19.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0003 · σ=0.0101 · skew=-0.37 (symmetric) · kurt=-0.04 (mesokurtic)754202-2.28ppbin -2.28pp · n=2 · 28.6% peakbin -2.28pp · n=2 · 28.6% peak-1.83pp-1.38pp2-0.93ppbin -0.93pp · n=2 · 28.6% peakbin -0.93pp · n=2 · 28.6% peak7-0.48ppbin -0.48pp · n=7 · 100.0% peakbin -0.48pp · n=7 · 100.0% peak4-0.03ppbin -0.03pp · n=4 · 57.1% peakbin -0.03pp · n=4 · 57.1% peak20.43ppbin 0.43pp · n=2 · 28.6% peakbin 0.43pp · n=2 · 28.6% peak30.88ppbin 0.88pp · n=3 · 42.9% peakbin 0.88pp · n=3 · 42.9% peak31.33ppbin 1.33pp · n=3 · 42.9% peakbin 1.33pp · n=3 · 42.9% peak11.78ppbin 1.78pp · n=1 · 14.3% peakbin 1.78pp · n=1 · 14.3% 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=-0.37 · kurt=-0.04 · near 21 / mid 3 / far 0 · OLS slope=0.99 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25STRONGLY RIGHT-SKEWED (G₁=1.30)
μ MEAN81.20¢95% CI: [80.70¢, 81.70¢]
σ STD DEV1.28ppσ² = 1.646 · CV = 1.58%
med MEDIAN81.00¢Q₁ 80.50¢ · Q₃ 82.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 5.50pp · IQR 1.50pp (1.349σ→1.73pp)
min 79.50¢Q₁ 80.50¢med 81.00¢Q₃ 82.00¢max 85.00¢μ
SKEWNESS · G₁1.304right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.357leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.16
σ × 1.349 ↔ IQRconsistent with normalratio = 1.15
range ↔ σwide tails (range > 4σ)range / σ = 4.29
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.123within white-noise band
ρ(2) AUTOCORR+0.123lag-2 not significant
H · HURST EXPONENT0.980strongly persistent
OLS TREND · t-STAT+2.008significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.980
H = 0.980STRONGLY 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=1-0.123k=2+0.123k=3-0.303k=4-0.180k=5-0.0660+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 @ 5% (|t|=2.01)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.01)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 ID665325
SLUGus-iran-nuclear-deal-before-2027
CATEGORYUS-Iran nuclear deal before 2027?
TWO-SIDED PRICINGFAVOURS YES (81¢)
PRIMARY · YES80.50¢implied prob 80.50% · decimal odds 1.24×
COUNTER · NO19.50¢implied prob 19.50% · decimal odds 5.13×
80.50¢
19.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME43.59k USD 24h
LIQUIDITY134.76k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (81¢)|primary − counter| = 0.610 · entropy 0.712 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 80.5%NO 19.5%YES p̂80.5%H = 0.712 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.24×(81¢)NO5.13×(20¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.712 bits (71% 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 · DISTANTresolves 2026-12-31 00:00 UTC
199days
08hrs
31min
199.36 days·θ = 6.285 pp/day
YES →$1.00(P = 80.5%)
NO →$0.00(P = 19.5%)
current: $0.8050 · expected return per side: $0.19 on YES hit · $0.81 on NO hit
0%25%50%75%100%YES $1NO $0NOW+99.7dRESOLVESP projection · σ=1.28% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 6.285 pp/day
now199.36d left
6.285 pp/day×1.00
−25%149.52d left
7.257 pp/day×1.15
−50%99.68d left
8.888 pp/day×1.41
−75%49.84d left
12.570 pp/day×2.00
−90%19.94d left
19.875 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 -2.50% · typical |Δ| 0.87%MIXED · 9 UP / 11 DNBEST+2.00%19hWORST-2.50%21hTYPICAL |Δ|0.87%mean absoluteCUMULATIVE+0.00%Σ signed ΔSTREAK↘ 4down-runASIA · 00-08 UTCμ -0.14% · Σ -1.00%EUROPE · 08-16 UTCμ +0.19% · Σ +1.50%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final +0.00%+4.50%-1.00%1.50% · 1h1.50% · 1h1.50%1h-1.00% · 2h-1.00% · 2h-1.00%2h1.50% · 3h1.50% · 3h1.50%3h-2.50% · 4h-2.50% · 4h-2.50%4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h-0.50% · 7h-0.50% · 7h-0.50%7h0.50% · 8h0.50% · 8h0.50%8h1.00% · 9h1.00% · 9h1.00%9h-0.50% · 10h-0.50% · 10h-0.50%10h0.50% · 11h0.50% · 11h0.50%11h-0.50% · 12h-0.50% · 12h-0.50%12h1.00% · 13h1.00% · 13h1.00%13h-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·17h1.50% · 18h1.50% · 18h1.50%18h2.00% · 19h2.00% · 19h2.00%19h★ BEST1.00% · 20h1.00% · 20h1.00%20h-2.50% · 21h-2.50% · 21h-2.50%21h▼ WORST-0.50% · 22h-0.50% · 22h-0.50%22h-1.00% · 23h-1.00% · 23h-1.00%23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNEurope-led (+1.50%)RUNSup max 3 · down max 4BREADTH38% up · 46% down · 17% flat
9 up bars · 11 down · best 2.00% · worst -2.50% · typical |Δ| 0.875%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-0.15%)FINAL-0.15%MAX DD-4.44%RECOVERYONGOING · 4 barsMAX RUN-UP+4.48%UNDERWATER20/25 (80%)STREAK↘ 4EQUITY CURVE · end 0.9985 · peak 1.0448 · range [0.9895, 1.0448]1.04480.9895break-even = 1★ PEAK 1.0448UNDERWATER DRAWDOWN · max -4.44% · moderate0%-4.44%▼ TROUGH -4.44%TOP DRAWDOWN PERIODS · 3 total#1 -4.44%bar 22-25 · 4 bars · ONGOING#2 -2.99%bar 5-19 · 15 bars · recovered#3 -1.00%bar 3-3 · 1 bars · recoveredDD SEVERITYmoderate (max -4.44%)RECOVERYongoing · 4 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9985 (-0.15%) · max DD -4.44% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +11 / −6 (58% positive) · μ=9.74 · σ=23.69MIXED EDGELAST -14.87 (-1.04σ vs μ)63.4631.730.00-31.73-63.46μ = 9.74-5.10-5.10-29.55-29.55-11.74-11.74-19.27-19.2713.3413.3425.7625.7611.7411.7445.6745.6720.7220.720.000.000.000.00-13.34-13.3428.4828.4836.5036.5063.4663.4614.3114.3114.3114.314.554.55-14.87-14.87v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -14.873 · range [-29.55, 63.46] · μ 9.735 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=98.3549 · σ=39.5756 · range [54.7083, 160.5273] · R²=0.081▲ RISING +2.81%σ EXTREME 40.24%LAST 147.2447160.5273134.0725107.617881.163154.7083μ = 98.3549max 160.5273min 54.7083dataMA(3)OLS R²=0.08μ lineμ ± σ bandmaxmin
latest 147.24% · range [54.71%, 160.53%] · μ 98.35% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.230 · σ=0.418CLOSE TO MARTINGALELAST 0.076 (+0.73σ vs μ)0.7500.3750.000-0.375-0.750μ = -0.230-0.591-0.591-0.671-0.671-0.513-0.5130.0250.025-0.199-0.199-0.333-0.333-0.399-0.399-0.548-0.548-0.745-0.745-0.750-0.750-0.625-0.625-0.589-0.589-0.093-0.0930.4220.4220.5290.5290.0980.0980.2380.2380.2880.2880.0760.076v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.076 · |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
0.6916
p-VALUE (log scale)
0.7077
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
4.7277
p-VALUE (log scale)
0.4510
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
-2.3127
p-VALUE (log scale)
0.1757
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
0.5108
p-VALUE (log scale)
0.6095
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2932
p-VALUE (log scale)
0.1939
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
-0.1787
p-VALUE (log scale)
0.8582
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.946 ≈ 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=1.36e-4 · top T=2.40h (19.7%) · top-3 cover 53.5%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)3.2e-42.4e-41.6e-48.0e-50.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.70e-5 · 3.5% energyperiod 24.0 · power 5.70e-5 · 3.5% energyperiod 12.0 · power 2.89e-5 · 1.8% energyperiod 12.0 · power 2.89e-5 · 1.8% energyperiod 8.0 · power 2.49e-4 · 15.3% energyperiod 8.0 · power 2.49e-4 · 15.3% energyperiod 6.0 · power 3.01e-4 · 18.5% energyperiod 6.0 · power 3.01e-4 · 18.5% energyperiod 4.8 · power 5.81e-5 · 3.6% energyperiod 4.8 · power 5.81e-5 · 3.6% energyperiod 4.0 · power 1.88e-5 · 1.2% energyperiod 4.0 · power 1.88e-5 · 1.2% energyperiod 3.4 · power 9.26e-5 · 5.7% energyperiod 3.4 · power 9.26e-5 · 5.7% energyperiod 3.0 · power 3.12e-6 · 0.2% energyperiod 3.0 · power 3.12e-6 · 0.2% energyperiod 2.7 · power 1.64e-4 · 10.1% energyperiod 2.7 · power 1.64e-4 · 10.1% energyperiod 2.4 · power 3.21e-4 · 19.7% energyperiod 2.4 · power 3.21e-4 · 19.7% energyperiod 2.2 · power 1.30e-4 · 8.0% energyperiod 2.2 · power 1.30e-4 · 8.0% energyperiod 2.0 · power 2.04e-4 · 12.5% energyperiod 2.0 · power 2.04e-4 · 12.5% energy50% by T=2.7h#1 dominantT=2.40h#2T=6.00h#3T=8.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 19.7% of total energy · Σ|X̂|²/n = 1.627e-3

▸ Depth section using sovereign-store price series (3679 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 199.4 d · σ/bar 0.087pp · expected |Δp| over horizon 6.01ppterminal variance p(1−p) = 0.1570 · n = 3679✓ n = 3679
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.087pp
one-bar volatility · logit-free
Per-day movedaily
0.43pp
σ × √24
Per-horizon move199d
6.01pp
σ × √4784.522804166667
Terminal variancebinary
0.1570
p(1−p) at resolution
Current pricep
80.5¢
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 0.14pp · ES₉₅ 0.18pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 3679
VaR 95%
0.14pp
1.645·σ (parametric) of Δp
ES 95%
0.18pp
mean of the tail
Max drawdown
6.4pp
peak 86.0¢ → trough 80.5¢
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
80.5%
= price
Decimal oddsEU
1.242
total return per $1
AmericanUS
-413
risk $413 to win $100
FractionalUK
0.24 / 1
profit per $1 risked
Profit per $100stake
+$24.22
clean dollar framing
-1000-5000+500+1000020406080100you · 80.5%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)
0.712 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.712 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.31 bit
self-information
Surprise · NO−log₂(1−p)
2.36 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
102936224134271070189104847090829839924697394514566827387181305960175107677216
NO token ID
45763018441764333771124945243746174684578244015331389396782339063349542289693
Snapshot fetched
2026-06-14 15:28:37 UTC
Snapshot age
13ms
History points
25 CLOB mids
Page rendered
2026-06-14 15:28:37 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
45bc62ee83f6f07af1cd98aa475e0edaad9b1a6c83636d572991dcb0447074c6 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.3¢HL PREDSpain89.6¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,026.5HL PERPETH-USD perpetual$1,663.05HL PERPHYPE-USD perpetual$60.61

Also see: /arb opportunities · RSS feed · more in US-Iran nuclear deal before 2027?

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
0.805000
(best bid + best ask) / 2
Spread
124.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.985
bid-heavy
Imbalance (top-5)
+0.200
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-iran-nuclear-deal-before-2027/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.816652144.74bp0.8200002FILLED
BUY$10.00K0.853455601.92bp0.95000015FILLED
BUY$100.00K0.9271811517.78bp0.99000019PARTIAL
SELL$1.00K0.792880150.56bp0.7900002FILLED
SELL$10.00K0.778009335.29bp0.7500006FILLED
SELL$100.00K0.1649597950.82bp0.02000067FILLED

Risk metrics

▸ sovereign store · 3,679 barsperiods/year ≈ 1.75M
Realized vol (annualised)
138.22%
σ per bar = 0.001044
Mean return (annualised)
296.93%
μ per bar = 0.000002
Sharpe (rf=0)
2.15
annualised; risk-free assumed zero
Max drawdown
6.40%
peak 0.86 → trough 0.81 over 942 bars

/api/asset/pm-us-iran-nuclear-deal-before-2027/risk · same metrics, JSON