POLYMARKET · PREDICTION MARKET · US-IRAN NUCLEAR DEAL BY JUNE 30?
US-Iran nuclear deal by June 30?
54.0¢
46.0¢
▸ Advanced metrics · M2M bundle
polymarket · us-iran-nuclear-deal-by-june-30 · fresh · feed 0s old24h sparkline · 60 pts▼ -14.96%
realized vol (ann.)
402.08%
max drawdown
27.74%
sharpe
—
ulcer index
15.04%
RMS drawdown
pain index
11.57%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
27.74%
cond. drawdown
gain/pain
0.59
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.59
upside/downside
roll spread
2.5 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-14.96%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -14.96%
Same bundle via M2M API:
/api/m2m/pm-us-iran-nuclear-deal-by-june-30/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
54.0¢
NO · live
46.0¢
25 ticks · last 54.00¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.995 / 1.00 bits (100%) · max uncertainty (~50/50)
YES54.0%54.0¢1.85×▬ +0.00pp
NO46.0%46.0¢2.17×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 5650bp moved · peak 1200bp · n=24 ticks
2ms
54.00¢ (54.00%)
46.00¢ (46.00%)
100.00%
0.000pp
$676.4k
$236.9k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 54.00¢
25 NO observations from clob.polymarket.com · last 46.00¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25STRONGLY LEFT-SKEWED (G₁=-1.05)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-1.054left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.056mesokurtic · 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: MEAN-REVERTING · ADF rejects unit root
HURST EXPONENT [0, 1]
H = 1.041STRONGLY 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
54.00¢
46.00¢
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
YES1.85×(54¢)NO2.17×(46¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.995 bits (100% of max) · maximum uncertainty (~50/50)
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 2026-06-30 00:00 UTC
15days
07hrs
51min
YES →$1.00
NO →$0.00
current: $0.5400 · expected return per side: $0.46 on YES hit · $0.54 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 26.479 pp/day
now15.33d left26.479 pp/day×1.00
−25%11.50d left30.576 pp/day×1.15
−50%7.66d left37.448 pp/day×1.41
−75%3.83d left52.959 pp/day×2.00
−90%1.53d left83.735 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
9 up bars · 11 down · best 5.00% · worst -12.00% · typical |Δ| 2.354%
§10 · Equity curve & underwater drawdown
final equity 0.8777 (-12.23%) · max DD -20.03% · time-under-water 22/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest -23.032 · range [-48.08, 41.44] · μ -7.208 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 538.81% · range [92.42%, 618.30%] · μ 288.24% · σ̂ scaled to annualised (×√8760)
latest -0.165 · |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
24.6341
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
2.1831
p-VALUE (log scale)
0.8249
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.3476
p-VALUE (log scale)
0.6057
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
0.0464
p-VALUE (log scale)
0.9630
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.5214
p-VALUE (log scale)
0.0368
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.7321
p-VALUE (log scale)
0.4641
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 ≈ 2.40h (freq 0.417) · concentrates 18.4% of total energy · Σ|X̂|²/n = 1.450e-2
▸ Depth section using sovereign-store price series (3824 bars · effective 1752908 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 15.3 d · σ/bar 0.252pp · expected |Δp| over horizon 4.84ppterminal variance p(1−p) = 0.2498 · n = 3824✓ n = 3824
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.252pp
one-bar volatility · logit-free
Per-day movedaily
1.24pp
σ × √24
Per-horizon move15d
4.84pp
σ × √367.8576088888889
Terminal variancebinary
0.2498
p(1−p) at resolution
Current pricep
51.5¢
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 0.42pp · ES₉₅ 0.52pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 3824
VaR 95%
0.42pp
1.645·σ (parametric) of Δp
ES 95%
0.52pp
mean of the tail
Max drawdown
27.7pp
peak 68.5¢ → trough 49.5¢
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
Implied probabilityP
54.0%
= price
Decimal oddsEU
1.852
total return per $1
AmericanUS
-117
risk $117 to win $100
FractionalUK
0.85 / 1
profit per $1 risked
Profit per $100stake
+$85.19
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)
0.995 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.995 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.89 bit
self-information
Surprise · NO−log₂(1−p)
1.12 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
68283792174293775430535402015214113701251372409839518501034763677920213819299- NO token ID
10690391194840875541563517589463912963575786539307433160985752952931887140267- Snapshot fetched
- 2026-06-14 16:08:32 UTC
- Snapshot age
- 2ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 16:08:32 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
e07cc80d9d1a57cca0000ad8f691eff29e3776fe4f355e2f4010f28c0ef53289· 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 US-Iran nuclear deal by June 30?
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
0.540000
(best bid + best ask) / 2
Spread
370.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.674
bid-heavy
Imbalance (top-5)
+0.760
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-us-iran-nuclear-deal-by-june-30/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.552199 | 225.91bp | 0.560000 | 2 | FILLED |
| BUY | $10.00K | 0.583196 | 799.92bp | 0.600000 | 6 | FILLED |
| BUY | $100.00K | 0.787364 | 4580.81bp | 0.890000 | 35 | FILLED |
| SELL | $1.00K | 0.522483 | 324.39bp | 0.520000 | 2 | FILLED |
| SELL | $10.00K | 0.508344 | 586.23bp | 0.500000 | 4 | FILLED |
| SELL | $100.00K | 0.483354 | 1049.01bp | 0.470000 | 7 | FILLED |
Risk metrics
▸ sovereign store · 3,824 barsperiods/year ≈ 1.75MRealized vol (annualised)
567.43%
σ per bar = 0.004286
Mean return (annualised)
-9604.00%
μ per bar = -0.000055
Sharpe (rf=0)
-16.93
annualised; risk-free assumed zero
Max drawdown
27.74%
peak 0.69 → trough 0.49 over 581 bars
/api/asset/pm-us-iran-nuclear-deal-by-june-30/risk · same metrics, JSON