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

US x Iran diplomatic meeting by June 15, 2026?

YES · live
2.1¢
NO · live
97.9¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-june-15-2026-671-962-535-596-386 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-us-x-iran-diplomatic-meeting-by-june-15-2026-671-962-535-596-386/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH25ms⏱--:--:-- 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
2.1¢
NO · live
97.9¢
YES price · live 24h
n=25 · μ=0.0330 · σ=0.0088 · range [0.0170, 0.0435] · R²=0.758▼ FALLING -60.92%σ EXTREME 26.54%LAST 0.01700.04350.03690.03020.02360.0170μ = 0.0330max 0.0435min 0.0170dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 1.70¢
YES / NO split · live
YES 2.1%NO 97.9%NO97.9%97.85¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.150 / 1.00 bits (15%) · informative — one side favoured
YES
2.1%2.1¢46.51×▬ +0.00pp
NO
97.9%97.9¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=615 · μ=25.6 · σ=24.3 · CV=0.95BURSTYcumulative energy ↗ · 50% by h=13020406080μ = 268050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 615bp moved · peak 80bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
25ms
▲YES mid
2.15¢ (2.15%)
▼NO mid
97.85¢ (97.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$39.4k
≋liquidity $
$56.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0330 · σ=0.0088 · range [0.0170, 0.0435] · R²=0.758▼ FALLING -60.92%σ EXTREME 26.54%LAST 0.01700.04350.03690.03020.02360.0170μ = 0.0330max 0.0435min 0.0170dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 1.70¢
NO price · CLOB mid
n=25 · μ=0.9670 · σ=0.0088 · range [0.9565, 0.9830] · R²=0.758▲ RISING +2.77%σ LOW 0.91%LAST 0.98300.98300.97640.96980.96310.9565μ = 0.9670max 0.9830min 0.9565dataMA(5)OLS R²=0.76μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 98.30¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0009 · σ=0.0032 · skew=0.11 (symmetric) · kurt=0.44 (mesokurtic)864202-0.72ppbin -0.72pp · n=2 · 25.0% peakbin -0.72pp · n=2 · 25.0% peak1-0.56ppbin -0.56pp · n=1 · 12.5% peakbin -0.56pp · n=1 · 12.5% peak2-0.40ppbin -0.40pp · n=2 · 25.0% peakbin -0.40pp · n=2 · 25.0% peak3-0.24ppbin -0.24pp · n=3 · 37.5% peakbin -0.24pp · n=3 · 37.5% peak8-0.08ppbin -0.08pp · n=8 · 100.0% peakbin -0.08pp · n=8 · 100.0% peak40.08ppbin 0.08pp · n=4 · 50.0% peakbin 0.08pp · n=4 · 50.0% peak20.24ppbin 0.24pp · n=2 · 25.0% peakbin 0.24pp · n=2 · 25.0% peak10.40ppbin 0.40pp · n=1 · 12.5% peakbin 0.40pp · n=1 · 12.5% peak0.56pp10.72ppbin 0.72pp · n=1 · 12.5% peakbin 0.72pp · n=1 · 12.5% 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=0.34 · kurt=1.02 · near 19 / mid 5 / far 0 · OLS slope=1.00 intercept=-0.00APPROXIMATELY NORMALUPPER 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=25LEFT-SKEWED (G₁=-0.63)
μ MEAN3.30¢95% CI: [2.96¢, 3.65¢]
σ STD DEV0.88ppσ² = 0.768 · CV = 26.54%
med MEDIAN3.60¢Q₁ 2.40¢ · Q₃ 3.90¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 2.65pp · IQR 1.50pp (1.349σ→1.18pp)
min 1.70¢Q₁ 2.40¢med 3.60¢Q₃ 3.90¢max 4.35¢μ
SKEWNESS · G₁-0.632left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-1.189platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.34
σ × 1.349 ↔ IQRdiverges from normalratio = 0.79
range ↔ σconcentrated (range < 4σ)range / σ = 3.02
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR-0.100within white-noise band
ρ(2) AUTOCORR+0.005lag-2 not significant
H · HURST EXPONENT0.992strongly persistent
OLS TREND · t-STAT-8.487significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.992
H = 0.992STRONGLY 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=1-0.100k=2+0.005k=3-0.079k=4-0.242k=5-0.0980+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|=8.49)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=8.49)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 ID2297890
SLUGus-x-iran-diplom…-535-596-386
CATEGORYUS x Iran diplomatic meeting by...?
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES2.15¢implied prob 2.15% · decimal odds 46.51×
COUNTER · NO97.85¢implied prob 97.85% · decimal odds 1.02×
2.15¢
97.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME39.45k USD 24h
LIQUIDITY56.46k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.957 · entropy 0.150 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 2.1%NO 97.9%YES p̂2.1%H = 0.150 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES46.51×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.150 bits (15% 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 0.80% · worst -0.80% · typical |Δ| 0.26%BEARISH SESSION -2.65%BEST+0.80%6hWORST-0.80%18hTYPICAL |Δ|0.26%mean absoluteCUMULATIVE-2.65%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.03% · Σ -0.20%EUROPE · 08-16 UTCμ -0.07% · Σ -0.55%US · 16-24 UTCμ -0.18% · Σ -1.45%CUMULATIVE Δ PATH · final -2.65%+0.00%-2.65%-0.10% · 1h-0.10% · 1h-0.10%1h-0.40% · 2h-0.40% · 2h-0.40%2h-0.05% · 3h-0.05% · 3h-0.05%3h-0.15% · 4h-0.15% · 4h-0.15%4h-0.20% · 5h-0.20% · 5h-0.20%5h0.80% · 6h0.80% · 6h0.80%6h★ BEST-0.10% · 7h-0.10% · 7h-0.10%7h0.00% · 8h0.00% · 8h·8h-0.10% · 9h-0.10% · 9h-0.10%9h-0.15% · 10h-0.15% · 10h-0.15%10h0.00% · 11h0.00% · 11h·11h-0.65% · 12h-0.65% · 12h-0.65%12h0.40% · 13h0.40% · 13h0.40%13h-0.05% · 14h-0.05% · 14h-0.05%14h0.00% · 15h0.00% · 15h·15h-0.25% · 16h-0.25% · 16h-0.25%16h-0.15% · 17h-0.15% · 17h-0.15%17h-0.80% · 18h-0.80% · 18h-0.80%18h▼ WORST-0.60% · 19h-0.60% · 19h-0.60%19h0.20% · 20h0.20% · 20h0.20%20h0.15% · 21h0.15% · 21h0.15%21h-0.20% · 22h-0.20% · 22h-0.20%22h0.20% · 23h0.20% · 23h0.20%23h-0.45% · 24h-0.45% · 24h-0.45%24hTIME PATTERNAsia-led (+-0.20%)RUNSup max 2 · down max 5BREADTH21% up · 67% down · 13% flat
5 up bars · 16 down · best 0.80% · worst -0.80% · typical |Δ| 0.256%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-2.63%)FINAL-2.63%MAX DD-2.63%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↘ 1EQUITY CURVE · end 0.9737 · peak 1.0000 · range [0.9737, 1.0000]1.00000.9737break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -2.63% · moderate0%-2.63%▼ TROUGH -2.63%TOP DRAWDOWN PERIODS · 1 total#1 -2.63%bar 2-25 · 24 bars · ONGOINGDD SEVERITYmoderate (max -2.63%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.9737 (-2.63%) · max DD -2.63% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −15 (21% positive) · μ=-27.08 · σ=30.16UNPROFITABLE STRATEGYLAST -30.93 (-0.13σ vs μ)89.7444.870.00-44.87-89.74μ = -27.08-3.73-3.73-3.73-3.7312.5112.5110.3310.3310.3310.3319.4919.49-63.86-63.86-23.03-23.03-25.48-25.48-20.72-20.72-24.83-24.83-31.83-31.83-33.85-33.85-89.74-89.74-66.78-66.78-56.65-56.65-54.65-54.65-37.40-37.40-30.93-30.93v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -30.926 · range [-89.74, 19.49] · μ -27.082 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=34.2302 · σ=4.0752 · range [22.8622, 40.9845] · R²=0.002▼ FALLING -15.52%σ HIGH 11.91%LAST 33.046640.984536.453931.923427.392822.8622μ = 34.2302max 40.9845min 22.8622dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 33.05% · range [22.86%, 40.98%] · μ 34.23% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.184 · σ=0.292MEAN-REVERSIONLAST -0.357 (-0.60σ vs μ)0.5700.2850.000-0.285-0.570μ = -0.184-0.087-0.087-0.202-0.202-0.318-0.318-0.327-0.327-0.354-0.354-0.068-0.068-0.182-0.182-0.570-0.570-0.547-0.547-0.537-0.537-0.529-0.529-0.415-0.4150.0700.0700.3330.333-0.048-0.0480.2040.2040.2260.2260.2200.220-0.357-0.357v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.357 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.9980
p-VALUE (log scale)
0.2234
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
2.5970
p-VALUE (log scale)
0.7641
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
-0.4054
p-VALUE (log scale)
0.9047
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
0.2399
p-VALUE (log scale)
0.8104
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7830
p-VALUE (log scale)
0.0078
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

FAIL TO REJECTns

H₀: Δp is a random walk · VR = 1

STATISTIC
-0.2516
p-VALUE (log scale)
0.8013
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.923 ≈ 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=1.14e-5 · top T=8.00h (26.0%) · top-3 cover 67.7%BROADBAND · 3 CYCLEScumulative energy ↗ (3 bins above 2× noise)3.6e-52.7e-51.8e-58.9e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 8.57e-6 · 6.3% energyperiod 24.0 · power 8.57e-6 · 6.3% energyperiod 12.0 · power 9.79e-7 · 0.7% energyperiod 12.0 · power 9.79e-7 · 0.7% energyperiod 8.0 · power 3.57e-5 · 26.0% energyperiod 8.0 · power 3.57e-5 · 26.0% energyperiod 6.0 · power 3.39e-6 · 2.5% energyperiod 6.0 · power 3.39e-6 · 2.5% energyperiod 4.8 · power 5.90e-6 · 4.3% energyperiod 4.8 · power 5.90e-6 · 4.3% energyperiod 4.0 · power 2.30e-6 · 1.7% energyperiod 4.0 · power 2.30e-6 · 1.7% energyperiod 3.4 · power 2.35e-5 · 17.2% energyperiod 3.4 · power 2.35e-5 · 17.2% energyperiod 3.0 · power 2.20e-6 · 1.6% energyperiod 3.0 · power 2.20e-6 · 1.6% energyperiod 2.7 · power 3.26e-6 · 2.4% energyperiod 2.7 · power 3.26e-6 · 2.4% energyperiod 2.4 · power 3.36e-5 · 24.5% energyperiod 2.4 · power 3.36e-5 · 24.5% energyperiod 2.2 · power 7.64e-6 · 5.6% energyperiod 2.2 · power 7.64e-6 · 5.6% energyperiod 2.0 · power 1.00e-5 · 7.3% energyperiod 2.0 · power 1.00e-5 · 7.3% energy50% by T=3.4h#1 dominantT=8.00h#2T=2.40h#3T=3.43hT=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 ≈ 8.00h (freq 0.125) · concentrates 26.0% of total energy · Σ|X̂|²/n = 1.370e-4

§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 0.339pp · expected |Δp| over horizon 0.83ppterminal variance p(1−p) = 0.0167 · n = 25⚠ low confidence · n < 100
μ per bar
-0.110pp
average Δp · drift
σ per bar
0.339pp
one-bar volatility · logit-free
Per-day movedaily
1.66pp
σ × √24
Per-horizon move0d
0.83pp
σ × √6
Terminal variancebinary
0.0167
p(1−p) at resolution
Current pricep
1.7¢
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 0.53pp · ES₉₅ 0.61pp · method empirical · drift-correcteddrift -0.110pp/bar · quantised: no · median step 0.10pp · unique ratio 0.76⊘ disabled · n < 30
VaR 95%
0.53pp
5th percentile of Δp
ES 95%
0.61pp
mean of the tail
Max drawdown
60.9pp
peak 4.3¢ → trough 1.7¢
Median step
0.10pp
price bucket granularity
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
2.1%
= price
Decimal oddsEU
46.512
total return per $1
AmericanUS
+4551
$100 wins $4551
FractionalUK
45.51 / 1
profit per $1 risked
Profit per $100stake
+$4551.16
clean dollar framing
-1000-5000+500+1000020406080100you · 2.1%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)
0.150 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.150 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.54 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
54553982574594357779719203825438652588532774764990190101782942147393065741580
NO token ID
9918429167706119078346005049692709698299649820754364230764439318633120940895
Snapshot fetched
2026-06-14 19:22:54 UTC
Snapshot age
25ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:22:54 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e4fb095254afd2439f8c8bce21221cbcaa733aa69dccbecb7b52c1ef4d9dcf38 · 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 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
0.017000
(best bid + best ask) / 2
Spread
3529.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.032
ask-heavy
Imbalance (top-5)
+0.009
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-x-iran-diplomatic-meeting-by-june-15-2026-671-962-535-596-386/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.03416310096.03bp0.04400013FILLED
BUY$10.00K0.18507298866.09bp0.66000053FILLED
BUY$100.00K0.623761356918.00bp0.95000089FILLED
SELL$1.00K0.0019538851.30bp0.00100011PARTIAL
SELL$10.00K0.0019538851.30bp0.00100011PARTIAL
SELL$100.00K0.0019538851.30bp0.00100011PARTIAL

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.120655
Mean return (annualised)
—
μ per bar = -0.039148
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
60.92%
peak 0.04 → trough 0.02 over 24 bars

/api/asset/pm-us-x-iran-diplomatic-meeting-by-june-15-2026-671-962-535-596-386/risk · same metrics, JSON