POLYMARKET · PREDICTION MARKET · US X IRAN DIPLOMATIC MEETING BY...?

US x Iran diplomatic meeting by July 31, 2026?

YES · live
91.5¢
NO · live
8.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
767.37%
max drawdown
12.57%
sharpe
—
ulcer index
5.22%
RMS drawdown
pain index
4.53%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
12.57%
cond. drawdown
gain/pain
0.85
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.85
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
780
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-us-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH153ms⏱--:--:-- 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
91.5¢
NO · live
8.5¢
YES price · live 24h
n=25 · μ=0.7574 · σ=0.0983 · range [0.6450, 0.9500] · R²=0.324▲ RISING +27.97%σ HIGH 12.98%LAST 0.91500.95000.87380.79750.72120.6450μ = 0.7574max 0.9500min 0.6450dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 91.50¢
YES / NO split · live
YES 91.5%NO 8.5%YES91.5%91.50¢ · odds 1/1.09
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.420 / 1.00 bits (42%) · informative — one side favoured
YES
91.5%91.5¢1.09×▬ +0.00pp
NO
8.5%8.5¢11.76×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=6,300 · μ=262.5 · σ=591.8 · CV=2.25BURSTY · concentratedcumulative energy ↗ · 50% by h=1907251,4502,1752,900μ = 2622,90050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 6300bp moved · peak 2900bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
153ms
▲YES mid
91.50¢ (91.50%)
▼NO mid
8.50¢ (8.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$35.0k
≋liquidity $
$74.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7574 · σ=0.0983 · range [0.6450, 0.9500] · R²=0.324▲ RISING +27.97%σ HIGH 12.98%LAST 0.91500.95000.87380.79750.72120.6450μ = 0.7574max 0.9500min 0.6450dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 91.50¢
NO price · CLOB mid
n=25 · μ=0.2426 · σ=0.0983 · range [0.0500, 0.3550] · R²=0.324▼ FALLING -70.18%σ EXTREME 40.53%LAST 0.08500.35500.27870.20250.12620.0500μ = 0.2426max 0.3550min 0.0500dataMA(5)OLS R²=0.32μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 8.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0132 · σ=0.0586 · skew=3.46 (right-skewed) · kurt=12.93 (leptokurtic (fat tails))13107301-5.67ppbin -5.67pp · n=1 · 7.7% peakbin -5.67pp · n=1 · 7.7% peak8-2.02ppbin -2.02pp · n=8 · 61.5% peakbin -2.02pp · n=8 · 61.5% peak131.63ppbin 1.63pp · n=13 · 100.0% peakbin 1.63pp · n=13 · 100.0% peak15.28ppbin 5.28pp · n=1 · 7.7% peakbin 5.28pp · n=1 · 7.7% peak8.92pp12.57pp16.22pp19.88pp23.52pp127.17ppbin 27.17pp · n=1 · 7.7% peakbin 27.17pp · n=1 · 7.7% 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=3.61 · kurt=13.75 · near 8 / mid 14 / far 2 · OLS slope=0.73 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.43σsample ↓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=25RIGHT-SKEWED (G₁=0.87)
μ MEAN75.74¢95% CI: [71.89¢, 79.59¢]
σ STD DEV9.83ppσ² = 96.669 · CV = 12.98%
med MEDIAN72.00¢Q₁ 71.00¢ · Q₃ 74.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 30.50pp · IQR 3.50pp (1.349σ→13.26pp)
min 64.50¢Q₁ 71.00¢med 72.00¢Q₃ 74.50¢max 95.00¢μ
SKEWNESS · G₁0.871right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.829mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.38
σ × 1.349 ↔ IQRdiverges from normalratio = 3.79
range ↔ σconcentrated (range < 4σ)range / σ = 3.10
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-0.101within white-noise band
ρ(2) AUTOCORR-0.081lag-2 not significant
H · HURST EXPONENT1.140strongly persistent
OLS TREND · t-STAT+3.318significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.140
H = 1.140STRONGLY 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=1-0.101k=2-0.081k=3-0.210k=4+0.023k=5+0.1850+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 @ 1% (|t|=3.32)
−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 @ 1% (|t|=3.32)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 ID2297891
SLUGus-x-iran-diplom…-645-725-579
CATEGORYUS x Iran diplomatic meeting by...?
TWO-SIDED PRICINGFAVOURS YES (92¢)
PRIMARY · YES91.50¢implied prob 91.50% · decimal odds 1.09×
COUNTER · NO8.50¢implied prob 8.50% · decimal odds 11.76×
91.50¢
8.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME34.95k USD 24h
LIQUIDITY74.43k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (92¢)|primary − counter| = 0.830 · entropy 0.420 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 91.5%NO 8.5%YES p̂91.5%H = 0.420 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.09×(92¢)NO11.76×(9¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.420 bits (42% of max) · informative — one side strongly favoured
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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 29.00% · worst -7.50% · typical |Δ| 2.62%MILD BULLISH +20.00%BEST+29.00%19hWORST-7.50%16hTYPICAL |Δ|2.62%mean absoluteCUMULATIVE+20.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.43% · Σ +3.00%EUROPE · 08-16 UTCμ -0.31% · Σ -2.50%US · 16-24 UTCμ +2.44% · Σ +19.50%CUMULATIVE Δ PATH · final +20.00%+23.50%-7.00%0.50% · 1h0.50% · 1h0.50%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h2.00% · 5h2.00% · 5h2.00%5h0.50% · 6h0.50% · 6h0.50%6h0.00% · 7h0.00% · 7h·7h-0.50% · 8h-0.50% · 8h-0.50%8h-1.00% · 9h-1.00% · 9h-1.00%9h-1.50% · 10h-1.50% · 10h-1.50%10h-3.00% · 11h-3.00% · 11h-3.00%11h-1.50% · 12h-1.50% · 12h-1.50%12h-2.00% · 13h-2.00% · 13h-2.00%13h6.00% · 14h6.00% · 14h6.00%14h1.00% · 15h1.00% · 15h1.00%15h-7.50% · 16h-7.50% · 16h-7.50%16h▼ WORST1.50% · 17h1.50% · 17h1.50%17h0.00% · 18h0.00% · 18h·18h29.00% · 19h29.00% · 19h29.00%19h★ BEST-2.50% · 20h-2.50% · 20h-2.50%20h-2.00% · 21h-2.00% · 21h-2.00%21h1.00% · 22h1.00% · 22h1.00%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+19.50%)RUNSup max 2 · down max 6BREADTH33% up · 38% down · 29% flat
8 up bars · 9 down · best 29.00% · worst -7.50% · typical |Δ| 2.625%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +17.12%FINAL+17.12%MAX DD-10.03%RECOVERYONGOING · 11 barsMAX RUN-UP+21.36%UNDERWATER16/25 (64%)STREAK▬ 0EQUITY CURVE · end 1.1712 · peak 1.2136 · range [0.9269, 1.2136]1.21360.9269break-even = 1★ PEAK 1.2136UNDERWATER DRAWDOWN · max -10.03% · significant0%-10.03%▼ TROUGH -10.03%TOP DRAWDOWN PERIODS · 2 total#1 -10.03%bar 9-19 · 11 bars · recovered#2 -4.45%bar 21-25 · 5 bars · ONGOINGDD SEVERITYsignificant (max -10.03%)RECOVERYongoing · 17 barsTIME UNDER WATER64% of session · 16/25 bars
final equity 1.1712 (17.12%) · max DD -10.03% · time-under-water 16/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=-3.72 · σ=58.32MIXED EDGELAST 32.61 (+0.62σ vs μ)172.0886.040.00-86.04-172.08μ = -3.7260.4260.4248.6848.6835.6335.6315.1015.10-6.28-6.28-69.10-69.10-112.84-112.84-172.08-172.08-14.37-14.37-4.73-4.73-24.38-24.38-8.69-8.69-3.50-3.5037.3137.3126.0426.0422.1022.1034.7934.7932.6132.6132.6132.61v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 32.612 · range [-172.08, 60.42] · μ -3.720 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=506.5341 · σ=478.7427 · range [72.4983, 1222.2704] · R²=0.812▲ RISING +1474.67%σ EXTREME 94.51%LAST 1141.60811222.2704934.8274647.3844359.941372.4983μ = 506.5341max 1222.2704min 72.4983dataMA(3)OLS R²=0.81μ lineμ ± σ bandmaxmin
latest 1141.61% · range [72.50%, 1222.27%] · μ 506.53% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.012 · σ=0.218CLOSE TO MARTINGALELAST -0.098 (-0.39σ vs μ)0.3770.1890.000-0.189-0.377μ = -0.012-0.083-0.083-0.067-0.0670.0140.0140.2140.2140.3770.3770.3770.3770.3600.3600.1100.110-0.052-0.0520.1080.108-0.033-0.033-0.228-0.228-0.248-0.248-0.016-0.016-0.225-0.225-0.205-0.205-0.273-0.273-0.263-0.263-0.098-0.098v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.098 · |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
362.5130
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
2.9175
p-VALUE (log scale)
0.7153
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
-1.2351
p-VALUE (log scale)
0.6568
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
-1.2423
p-VALUE (log scale)
0.2141
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4309
p-VALUE (log scale)
0.0638
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
-0.3725
p-VALUE (log scale)
0.7095
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.887 ≈ 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=4.15e-3 · top T=4.80h (15.8%) · top-3 cover 40.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)7.9e-35.9e-33.9e-32.0e-30.0e+0μ noise floorperiod 24.0 · power 2.92e-3 · 5.9% energyperiod 24.0 · power 2.92e-3 · 5.9% energyperiod 12.0 · power 2.99e-3 · 6.0% energyperiod 12.0 · power 2.99e-3 · 6.0% energyperiod 8.0 · power 2.08e-3 · 4.2% energyperiod 8.0 · power 2.08e-3 · 4.2% energyperiod 6.0 · power 5.79e-3 · 11.6% energyperiod 6.0 · power 5.79e-3 · 11.6% energyperiod 4.8 · power 7.85e-3 · 15.8% energyperiod 4.8 · power 7.85e-3 · 15.8% energyperiod 4.0 · power 4.62e-3 · 9.3% energyperiod 4.0 · power 4.62e-3 · 9.3% energyperiod 3.4 · power 2.48e-3 · 5.0% energyperiod 3.4 · power 2.48e-3 · 5.0% energyperiod 3.0 · power 1.68e-3 · 3.4% energyperiod 3.0 · power 1.68e-3 · 3.4% energyperiod 2.7 · power 4.01e-3 · 8.0% energyperiod 2.7 · power 4.01e-3 · 8.0% energyperiod 2.4 · power 6.42e-3 · 12.9% energyperiod 2.4 · power 6.42e-3 · 12.9% energyperiod 2.2 · power 4.75e-3 · 9.5% energyperiod 2.2 · power 4.75e-3 · 9.5% energyperiod 2.0 · power 4.27e-3 · 8.6% energyperiod 2.0 · power 4.27e-3 · 8.6% energy50% by T=4.0h#1 dominantT=4.80h#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 ≈ 4.80h (freq 0.208) · concentrates 15.8% of total energy · Σ|X̂|²/n = 4.985e-2

▸ Depth section using sovereign-store price series (780 bars · effective 1753200 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 0.3 d · σ/bar 0.580pp · expected |Δp| over horizon 1.42ppterminal variance p(1−p) = 0.0778 · n = 780✓ n = 780
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.580pp
one-bar volatility · logit-free
Per-day movedaily
2.84pp
σ × √24
Per-horizon move0d
1.42pp
σ × √6
Terminal variancebinary
0.0778
p(1−p) at resolution
Current pricep
91.5¢
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 0.96pp · ES₉₅ 1.20pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 780
VaR 95%
0.96pp
1.645·σ (parametric) of Δp
ES 95%
1.20pp
mean of the tail
Max drawdown
12.6pp
peak 95.5¢ → trough 83.5¢
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
91.5%
= price
Decimal oddsEU
1.093
total return per $1
AmericanUS
-1076
risk $1076 to win $100
FractionalUK
0.09 / 1
profit per $1 risked
Profit per $100stake
+$9.29
clean dollar framing
-1000-5000+500+1000020406080100you · 91.5%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)
0.420 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.420 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.13 bit
self-information
Surprise · NO−log₂(1−p)
3.56 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
103212594408357133165013897534563818714213088834489589428042286883914016048001
NO token ID
61852408716015382159574975902160933223081026345949662409584953506382034985060
Snapshot fetched
2026-06-15 02:17:04 UTC
Snapshot age
153ms
History points
25 CLOB mids
Page rendered
2026-06-15 02:17:04 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
58cddc3b707e0fa84710542eb773139c6c18dd0013a422692c034c0152448f9e · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDIvory Coast99.8¢HL PREDSpain91.5¢HL PREDSweden67.3¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?81¢POLYMARKETWill Sweden win on 2026-06-14?74¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,733HL PERPETH-USD perpetual$1,725.5HL PERPHYPE-USD perpetual$64.13

Also see: /arb opportunities · RSS feed · more in US x Iran diplomatic meeting 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
0.920000
(best bid + best ask) / 2
Spread
434.8bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.946
bid-heavy
Imbalance (top-5)
-0.788
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-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.940000217.39bp0.9400001FILLED
BUY$10.00K0.943491255.33bp0.9500002FILLED
BUY$100.00K0.967628517.69bp0.9900006PARTIAL
SELL$1.00K0.900000217.39bp0.9000001FILLED
SELL$10.00K0.6271363183.30bp0.48000026FILLED
SELL$100.00K0.0546169406.35bp0.01000068PARTIAL

Risk metrics

▸ sovereign store · 780 barsperiods/year ≈ 1.75M
Realized vol (annualised)
861.29%
σ per bar = 0.006505
Mean return (annualised)
-7260.56%
μ per bar = -0.000041
Sharpe (rf=0)
-8.43
annualised; risk-free assumed zero
Max drawdown
12.57%
peak 0.95 → trough 0.83 over 31 bars

/api/asset/pm-us-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579/risk · same metrics, JSON