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

US x Iran diplomatic meeting by June 16, 2026?

YES · live
6.5¢
NO · live
93.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-june-16-2026-20260612160513701 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
73.99%
max drawdown
45.00%
sharpe
—
ulcer index
23.72%
RMS drawdown
pain index
19.69%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
36.15%
cond. drawdown
gain/pain
0.30
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.30
upside/downside
roll spread
4.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-us-x-iran-diplomatic-meeting-by-june-16-2026-20260612160513701/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH271ms⏱--:--:-- 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
6.5¢
NO · live
93.5¢
YES price · live 24h
n=25 · μ=0.0932 · σ=0.0211 · range [0.0550, 0.1400] · R²=0.703▼ FALLING -48.00%σ EXTREME 22.60%LAST 0.06500.14000.11880.09750.07620.0550μ = 0.0932max 0.1400min 0.0550dataMA(5)OLS R²=0.70μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 6.50¢
YES / NO split · live
YES 6.5%NO 93.5%NO93.5%93.50¢ · odds 1/1.07
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.347 / 1.00 bits (35%) · informative — one side favoured
YES
6.5%6.5¢15.38×▬ +0.00pp
NO
93.5%93.5¢1.07×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,900 · μ=79.2 · σ=139.8 · CV=1.77BURSTY · concentratedcumulative energy ↗ · 50% by h=30163325488650μ = 7965050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1900bp moved · peak 650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
271ms
▲YES mid
6.50¢ (6.50%)
▼NO mid
93.50¢ (93.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.8k
≋liquidity $
$34.2k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0932 · σ=0.0211 · range [0.0550, 0.1400] · R²=0.703▼ FALLING -48.00%σ EXTREME 22.60%LAST 0.06500.14000.11880.09750.07620.0550μ = 0.0932max 0.1400min 0.0550dataMA(5)OLS R²=0.70μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 6.50¢
NO price · CLOB mid
n=25 · μ=0.9068 · σ=0.0211 · range [0.8600, 0.9450] · R²=0.703▲ RISING +6.86%σ NORMAL 2.32%LAST 0.93500.94500.92370.90250.88120.8600μ = 0.9068max 0.9450min 0.8600dataMA(5)OLS R²=0.70μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 93.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0012 · σ=0.0144 · skew=-2.69 (left-skewed) · kurt=9.13 (leptokurtic (fat tails))1296301-6.05ppbin -6.05pp · n=1 · 8.3% peakbin -6.05pp · n=1 · 8.3% peak-5.15pp-4.25pp-3.35pp-2.45pp1-1.55ppbin -1.55pp · n=1 · 8.3% peakbin -1.55pp · n=1 · 8.3% peak6-0.65ppbin -0.65pp · n=6 · 50.0% peakbin -0.65pp · n=6 · 50.0% peak120.25ppbin 0.25pp · n=12 · 100.0% peakbin 0.25pp · n=12 · 100.0% peak31.15ppbin 1.15pp · n=3 · 25.0% peakbin 1.15pp · n=3 · 25.0% peak12.05ppbin 2.05pp · n=1 · 8.3% peakbin 2.05pp · n=1 · 8.3% 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=-2.34 · kurt=8.27 · near 8 / mid 15 / far 1 · OLS slope=0.84 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.97σsample ↓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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN9.32¢95% CI: [8.49¢, 10.15¢]
σ STD DEV2.11ppσ² = 4.435 · CV = 22.60%
med MEDIAN10.00¢Q₁ 8.00¢ · Q₃ 10.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 8.50pp · IQR 2.50pp (1.349σ→2.84pp)
min 5.50¢Q₁ 8.00¢med 10.00¢Q₃ 10.50¢max 14.00¢μ
SKEWNESS · G₁0.033approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.711mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.32
σ × 1.349 ↔ IQRconsistent with normalratio = 1.14
range ↔ σwide tails (range > 4σ)range / σ = 4.04
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: MEAN-REVERTING · ρ(1) -0.43 + ADF rejected
ρ(1) AUTOCORR-0.431negative · reversal
ρ(2) AUTOCORR-0.122lag-2 not significant
H · HURST EXPONENT0.787strongly persistent
OLS TREND · t-STAT-7.387significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.787
H = 0.787STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.431k=2-0.122k=3+0.042k=4+0.060k=5-0.0250+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|=7.39)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.43 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.39)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 ID2518450
SLUGus-x-iran-diplom…612160513701
CATEGORYUS x Iran diplomatic meeting by...?
TWO-SIDED PRICINGFAVOURS NO (94¢)
PRIMARY · YES6.50¢implied prob 6.50% · decimal odds 15.38×
COUNTER · NO93.50¢implied prob 93.50% · decimal odds 1.07×
6.50¢
93.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME25.77k USD 24h
LIQUIDITY34.17k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (94¢)|primary − counter| = 0.870 · entropy 0.347 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 6.5%NO 93.5%YES p̂6.5%H = 0.347 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES15.38×(7¢)NO1.07×(94¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.347 bits (35% 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.

§8 · Time decay & θ projection

Time decay & theta projection
⏱ URGENCY · MEDIUMresolves 2026-06-17 00:00 UTC
2days
10hrs
22min
2.43 days·θ = 10.317 pp/day
YES →$1.00(P = 6.5%)
NO →$0.00(P = 93.5%)
current: $0.0650 · expected return per side: $0.94 on YES hit · $0.07 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.2dRESOLVESP projection · σ=2.11% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 10.317 pp/day
now2.43d left
10.317 pp/day×1.00
−25%1.82d left
11.913 pp/day×1.15
−50%1.22d left
14.590 pp/day×1.41
−75%14.59h left
20.634 pp/day×2.00
−90%5.84h left
32.625 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 2.50% · worst -6.50% · typical |Δ| 0.79%BEARISH SESSION -6.00%BEST+2.50%3hWORST-6.50%2hTYPICAL |Δ|0.79%mean absoluteCUMULATIVE-6.00%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ -0.19% · Σ -1.50%US · 16-24 UTCμ -0.44% · Σ -3.50%CUMULATIVE Δ PATH · final -6.00%+1.50%-7.00%1.50% · 1h1.50% · 1h1.50%1h-6.50% · 2h-6.50% · 2h-6.50%2h▼ WORST2.50% · 3h2.50% · 3h2.50%3h★ BEST1.50% · 4h1.50% · 4h1.50%4h0.00% · 5h0.00% · 5h·5h-1.00% · 6h-1.00% · 6h-1.00%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h0.00% · 10h0.00% · 10h·10h0.00% · 11h0.00% · 11h·11h-0.50% · 12h-0.50% · 12h-0.50%12h0.00% · 13h0.00% · 13h·13h-0.50% · 14h-0.50% · 14h-0.50%14h-0.50% · 15h-0.50% · 15h-0.50%15h0.00% · 16h0.00% · 16h·16h-1.00% · 17h-1.00% · 17h-1.00%17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-1.50% · 20h-1.50% · 20h-1.50%20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h-1.00% · 23h-1.00% · 23h-1.00%23h1.00% · 24h1.00% · 24h1.00%24hTIME PATTERNEurope-led (+-1.50%)RUNSup max 2 · down max 2BREADTH17% up · 33% down · 50% flat
4 up bars · 8 down · best 2.50% · worst -6.50% · typical |Δ| 0.792%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -6.11%FINAL-6.11%MAX DD-8.42%RECOVERYONGOING · 23 barsMAX RUN-UP+1.50%UNDERWATER23/25 (92%)STREAK↗ 1EQUITY CURVE · end 0.9389 · peak 1.0150 · range [0.9296, 1.0150]1.01500.9296break-even = 1★ PEAK 1.0150UNDERWATER DRAWDOWN · max -8.42% · significant0%-8.42%▼ TROUGH -8.42%TOP DRAWDOWN PERIODS · 1 total#1 -8.42%bar 3-25 · 23 bars · ONGOINGDD SEVERITYsignificant (max -8.42%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9389 (-6.11%) · max DD -8.42% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −17 (11% positive) · μ=-47.23 · σ=35.35UNPROFITABLE STRATEGYLAST -26.58 (+0.58σ vs μ)103.6151.810.00-51.81-103.61μ = -47.23-9.55-9.55-17.32-17.3237.0037.009.749.74-38.21-38.21-38.21-38.21-38.21-38.21-38.21-38.21-60.42-60.42-85.44-85.44-85.44-85.44-103.61-103.61-76.42-76.42-76.42-76.42-73.99-73.99-58.68-58.68-58.68-58.68-58.68-58.68-26.58-26.58v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -26.579 · range [-103.61, 37.00] · μ -47.228 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=74.9501 · σ=83.3474 · range [19.1050, 305.6796] · R²=0.241▼ FALLING -73.05%σ EXTREME 111.20%LAST 82.3954305.6796234.0359162.392390.748619.1050μ = 74.9501max 305.6796min 19.1050dataMA(3)OLS R²=0.24μ lineμ ± σ bandmaxmin
latest 82.40% · range [19.10%, 305.68%] · μ 74.95% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −17 (11% positive) · μ=-0.284 · σ=0.246MEAN-REVERSIONLAST -0.435 (-0.62σ vs μ)0.6330.3170.000-0.317-0.633μ = -0.284-0.435-0.435-0.223-0.2230.4060.4060.0240.024-0.233-0.233-0.033-0.033-0.033-0.033-0.233-0.233-0.333-0.333-0.167-0.167-0.500-0.500-0.480-0.480-0.633-0.633-0.433-0.433-0.375-0.375-0.550-0.550-0.362-0.362-0.362-0.362-0.435-0.435v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.435 · |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
3 of 6 REJECT · mixed evidence3 reject·3 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
137.2926
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
5.6332
p-VALUE (log scale)
0.3434
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
-2.0522
p-VALUE (log scale)
0.2741
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
-0.9199
p-VALUE (log scale)
0.3576
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (5 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.8400
p-VALUE (log scale)
0.0057
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-stationary (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
-2.5618
p-VALUE (log scale)
0.0104
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 0.220 → mean-reverting
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=2.58e-4 · top T=3.00h (22.1%) · top-3 cover 48.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)6.8e-45.1e-43.4e-41.7e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.56e-5 · 0.8% energyperiod 24.0 · power 2.56e-5 · 0.8% energyperiod 12.0 · power 4.17e-6 · 0.1% energyperiod 12.0 · power 4.17e-6 · 0.1% energyperiod 8.0 · power 1.77e-5 · 0.6% energyperiod 8.0 · power 1.77e-5 · 0.6% energyperiod 6.0 · power 1.34e-4 · 4.3% energyperiod 6.0 · power 1.34e-4 · 4.3% energyperiod 4.8 · power 2.86e-4 · 9.3% energyperiod 4.8 · power 2.86e-4 · 9.3% energyperiod 4.0 · power 3.02e-4 · 9.8% energyperiod 4.0 · power 3.02e-4 · 9.8% energyperiod 3.4 · power 4.61e-4 · 14.9% energyperiod 3.4 · power 4.61e-4 · 14.9% energyperiod 3.0 · power 6.84e-4 · 22.1% energyperiod 3.0 · power 6.84e-4 · 22.1% energyperiod 2.7 · power 3.45e-4 · 11.1% energyperiod 2.7 · power 3.45e-4 · 11.1% energyperiod 2.4 · power 2.06e-4 · 6.7% energyperiod 2.4 · power 2.06e-4 · 6.7% energyperiod 2.2 · power 2.89e-4 · 9.3% energyperiod 2.2 · power 2.89e-4 · 9.3% energyperiod 2.0 · power 3.38e-4 · 10.9% energyperiod 2.0 · power 3.38e-4 · 10.9% energy50% by T=3.0h#1 dominantT=3.00h#2T=3.43h#3T=2.67hT=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 ≈ 3.00h (freq 0.333) · concentrates 22.1% of total energy · Σ|X̂|²/n = 3.094e-3

▸ Depth section using sovereign-store price series (2986 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 2.4 d · σ/bar 0.048pp · expected |Δp| over horizon 0.37ppterminal variance p(1−p) = 0.0608 · n = 2986✓ n = 2986
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.048pp
one-bar volatility · logit-free
Per-day movedaily
0.24pp
σ × √24
Per-horizon move2d
0.37pp
σ × √58.379909166666664
Terminal variancebinary
0.0608
p(1−p) at resolution
Current pricep
6.5¢
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 0.08pp · ES₉₅ 0.10pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.00✓ n = 2986
VaR 95%
0.08pp
1.645·σ (parametric) of Δp
ES 95%
0.10pp
mean of the tail
Max drawdown
47.6pp
peak 10.5¢ → trough 5.5¢
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
6.5%
= price
Decimal oddsEU
15.385
total return per $1
AmericanUS
+1438
$100 wins $1438
FractionalUK
14.38 / 1
profit per $1 risked
Profit per $100stake
+$1438.46
clean dollar framing
-1000-5000+500+1000020406080100you · 6.5%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)
0.347 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.347 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.94 bit
self-information
Surprise · NO−log₂(1−p)
0.10 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
109581762221058247741466721964589353440265357987976254018806073935020013757058
NO token ID
25973680316029719249287697581403893915245274677836471310815358461674191051498
Snapshot fetched
2026-06-14 13:37:11 UTC
Snapshot age
271ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:37:12 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
0049b6540ed5c42d170010a8430dbae8758ca0bfb89b8c4d9b7017a3a7c190f7 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.2¢HL PREDSpain90.3¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?12¢HL PERPBTC-USD perpetual$64,273HL PERPETH-USD perpetual$1,665.4HL PERPHYPE-USD perpetual$60.88

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
0.065000
(best bid + best ask) / 2
Spread
1538.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.833
ask-heavy
Imbalance (top-5)
-0.027
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-june-16-2026-20260612160513701/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0988145202.09bp0.2500008FILLED
BUY$10.00K0.33378441351.32bp0.63000028FILLED
BUY$100.00K0.743061104317.01bp0.97000054FILLED
SELL$1.00K0.0207336810.25bp0.0100006PARTIAL
SELL$10.00K0.0207336810.25bp0.0100006PARTIAL
SELL$100.00K0.0207336810.25bp0.0100006PARTIAL

Risk metrics

▸ sovereign store · 2,986 barsperiods/year ≈ 1.75M
Realized vol (annualised)
877.15%
σ per bar = 0.006625
Mean return (annualised)
-28160.83%
μ per bar = -0.000161
Sharpe (rf=0)
-32.10
annualised; risk-free assumed zero
Max drawdown
47.62%
peak 0.10 → trough 0.06 over 2892 bars

/api/asset/pm-us-x-iran-diplomatic-meeting-by-june-16-2026-20260612160513701/risk · same metrics, JSON