POLYMARKET · PREDICTION MARKET · US OBTAINS IRANIAN ENRICHED URANIUM BY...?
US obtains Iranian enriched uranium by July 31?
2.5¢
97.5¢
▸ Advanced metrics · M2M bundle
polymarket · us-obtains-iranian-enriched-uranium-by-july-31-20260610164403871-511 · fresh · feed 8s old24h sparkline · 60 pts▼ —
realized vol (ann.)
4.20%
max drawdown
3.77%
sharpe
—
ulcer index
1.65%
RMS drawdown
pain index
1.42%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.90%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
497
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-us-obtains-iranian-enriched-uranium-by-july-31-20260610164403871-511/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
2.5¢
NO · live
97.5¢
25 ticks · last 2.55¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.171 / 1.00 bits (17%) · informative — one side favoured
YES2.5%2.5¢39.22×▬ +0.00pp
NO97.5%97.5¢1.03×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 35bp moved · peak 10bp · n=24 ticks
8.1s
2.55¢ (2.55%)
97.45¢ (97.45%)
100.00%
0.000pp
$21.9k
$186.6k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 2.55¢
25 NO observations from clob.polymarket.com · last 97.45¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25PLATYKURTIC · THIN TAILS (G₂=-1.40)
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁-0.346approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.396platykurtic · thin tails
−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: INDETERMINATE · weak signal at n=24
HURST EXPONENT [0, 1]
H = 0.826STRONGLY 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
2.55¢
97.45¢
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
YES39.22×(3¢)NO1.03×(97¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.171 bits (17% of max) · informative — one side strongly favoured
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 · LOWresolves 2026-06-30 00:00 UTC
9days
14hrs
36min
YES →$1.00
NO →$0.00
current: $0.0255 · expected return per side: $0.97 on YES hit · $0.03 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.296 pp/day
now9.61d left0.296 pp/day×1.00
−25%7.21d left0.341 pp/day×1.15
−50%4.80d left0.418 pp/day×1.41
−75%2.40d left0.591 pp/day×2.00
−90%23.06h left0.935 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
3 up bars · 3 down · best 0.10% · worst -0.05% · typical |Δ| 0.015%
§10 · Equity curve & underwater drawdown
final equity 1.0005 (0.05%) · max DD -0.15% · time-under-water 9/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest -60.415 · range [-60.42, 38.21] · μ 10.898 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 2.42% · range [1.91%, 3.82%] · μ 2.82% · σ̂ scaled to annualised (×√8760)
latest -0.333 · |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
21.1177
p-VALUE (log scale)
< 0.0001
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
0.7023
p-VALUE (log scale)
0.9806
Dickey-Fuller (τ_μ)
FAIL TO REJECTnsH₀: p has a unit root (non-stationary)
STATISTIC
-1.7492
p-VALUE (log scale)
0.4147
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-1.8257
p-VALUE (log scale)
0.0679
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.5504
p-VALUE (log scale)
0.0303
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
-0.3582
p-VALUE (log scale)
0.7202
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 ≈ 2.00h (freq 0.500) · concentrates 37.1% of total energy · Σ|X̂|²/n = 1.375e-6
▸ Depth section using sovereign-store price series (1357 bars · effective 1752518 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 9.6 d · σ/bar 0.021pp · expected |Δp| over horizon 0.33ppterminal variance p(1−p) = 0.0248 · n = 1357✓ n = 1357
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.021pp
one-bar volatility · logit-free
Per-day movedaily
0.10pp
σ × √24
Per-horizon move10d
0.33pp
σ × √230.600445
Terminal variancebinary
0.0248
p(1−p) at resolution
Current pricep
2.5¢
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 0.03pp · ES₉₅ 0.04pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 1357
VaR 95%
0.03pp
1.645·σ (parametric) of Δp
ES 95%
0.04pp
mean of the tail
Max drawdown
12.2pp
peak 2.1¢ → trough 1.8¢
Median step
0.05pp
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
2.5%
= price
Decimal oddsEU
39.216
total return per $1
AmericanUS
+3822
$100 wins $3822
FractionalUK
38.22 / 1
profit per $1 risked
Profit per $100stake
+$3821.57
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)
0.171 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.171 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.29 bit
self-information
Surprise · NO−log₂(1−p)
0.04 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
36146590157764268681634085928856537349789942828886863710234676538502719790403- NO token ID
106223094497006590794919847361505664504239342102498987257666051011853716926618- Snapshot fetched
- 2026-06-20 09:23:50 UTC
- Snapshot age
- 8.1s
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-20 09:23:58 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
22075b7131fcf6263c3b69f994a8f6a0f891da305fd37c6070692087658d25f2· 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 obtains Iranian enriched uranium by...?
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
0.025500
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.858
bid-heavy
Imbalance (top-5)
-0.434
ask-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-obtains-iranian-enriched-uranium-by-july-31-20260610164403871-511/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.033203 | 3020.64bp | 0.039000 | 8 | FILLED |
| BUY | $10.00K | 0.062431 | 14482.67bp | 0.500000 | 39 | FILLED |
| BUY | $100.00K | 0.369687 | 134975.34bp | 0.950000 | 62 | FILLED |
| SELL | $1.00K | 0.013013 | 4896.90bp | 0.010000 | 11 | FILLED |
| SELL | $10.00K | 0.002370 | 9070.55bp | 0.002000 | 19 | FILLED |
| SELL | $100.00K | 0.002104 | 9175.02bp | 0.001000 | 20 | PARTIAL |
Risk metrics
▸ sovereign store · 1,357 barsperiods/year ≈ 1.75MRealized vol (annualised)
1275.77%
σ per bar = 0.009637
Mean return (annualised)
38028.03%
μ per bar = 0.000217
Sharpe (rf=0)
29.81
annualised; risk-free assumed zero
Max drawdown
12.20%
peak 0.02 → trough 0.02 over 624 bars
/api/asset/pm-us-obtains-iranian-enriched-uranium-by-july-31-20260610164403871-511/risk · same metrics, JSON