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

US x Iran diplomatic meeting by June 18, 2026?

YES · live
13.5¢
NO · live
86.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-june-18-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
400.72%
max drawdown
23.81%
sharpe
—
ulcer index
7.49%
RMS drawdown
pain index
5.95%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
13.14%
cond. drawdown
gain/pain
2.09
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.09
upside/downside
roll spread
18.5 bps
implied (price-only)
bars used
525
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-18-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH5ms⏱--:--:-- 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
13.5¢
NO · live
86.5¢
YES price · live 24h
n=25 · μ=0.1218 · σ=0.0164 · range [0.0800, 0.1500] · R²=0.129▼ FALLING -7.14%σ HIGH 13.51%LAST 0.13000.15000.13250.11500.09750.0800μ = 0.1218max 0.1500min 0.0800dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 13.00¢
YES / NO split · live
YES 13.5%NO 86.5%NO86.5%86.50¢ · odds 1/1.16
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.571 / 1.00 bits (57%) · moderate uncertainty
YES
13.5%13.5¢7.41×▬ +0.00pp
NO
86.5%86.5¢1.16×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=2,400 · μ=100.0 · σ=135.1 · CV=1.35BURSTY · concentratedcumulative energy ↗ · 50% by h=200113225338450μ = 10045050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 2400bp moved · peak 450bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
5ms
▲YES mid
13.50¢ (13.50%)
▼NO mid
86.50¢ (86.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$27.8k
≋liquidity $
$28.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1218 · σ=0.0164 · range [0.0800, 0.1500] · R²=0.129▼ FALLING -7.14%σ HIGH 13.51%LAST 0.13000.15000.13250.11500.09750.0800μ = 0.1218max 0.1500min 0.0800dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 13.00¢
NO price · CLOB mid
n=25 · μ=0.8782 · σ=0.0164 · range [0.8500, 0.9200] · R²=0.129▲ RISING +1.16%σ NORMAL 1.87%LAST 0.87000.92000.90250.88500.86750.8500μ = 0.8782max 0.9200min 0.8500dataMA(5)OLS R²=0.13μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 87.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0003 · σ=0.0160 · skew=0.06 (symmetric) · kurt=1.33 (leptokurtic (fat tails))14117402-3.58ppbin -3.58pp · n=2 · 14.3% peakbin -3.58pp · n=2 · 14.3% peak-2.73pp1-1.88ppbin -1.88pp · n=1 · 7.1% peakbin -1.88pp · n=1 · 7.1% peak1-1.03ppbin -1.03pp · n=1 · 7.1% peakbin -1.03pp · n=1 · 7.1% peak14-0.18ppbin -0.18pp · n=14 · 100.0% peakbin -0.18pp · n=14 · 100.0% peak20.67ppbin 0.67pp · n=2 · 14.3% peakbin 0.67pp · n=2 · 14.3% peak11.52ppbin 1.52pp · n=1 · 7.1% peakbin 1.52pp · n=1 · 7.1% peak22.37ppbin 2.37pp · n=2 · 14.3% peakbin 2.37pp · n=2 · 14.3% peak3.23pp14.07ppbin 4.07pp · n=1 · 7.1% peakbin 4.07pp · n=1 · 7.1% 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=0.13 · kurt=1.88 · near 11 / mid 13 / far 0 · OLS slope=0.95 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=25APPROXIMATELY NORMAL · WELL-BEHAVED
μ MEAN12.18¢95% CI: [11.54¢, 12.82¢]
σ STD DEV1.64ppσ² = 2.706 · CV = 13.51%
med MEDIAN11.50¢Q₁ 11.50¢ · Q₃ 14.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 7.00pp · IQR 2.50pp (1.349σ→2.22pp)
min 8.00¢Q₁ 11.50¢med 11.50¢Q₃ 14.00¢max 15.00¢μ
SKEWNESS · G₁-0.246approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-0.303mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.41
σ × 1.349 ↔ IQRconsistent with normalratio = 0.89
range ↔ σwide tails (range > 4σ)range / σ = 4.26
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) -0.21 + ADF rejected
ρ(1) AUTOCORR-0.205within white-noise band
ρ(2) AUTOCORR-0.272lag-2 not significant
H · HURST EXPONENT0.677persistent
OLS TREND · t-STAT-1.849fails 5% test
HURST EXPONENT [0, 1]persistent · H = 0.677
H = 0.677PERSISTENT
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=1-0.205k=2-0.272k=3-0.033k=4+0.022k=5+0.0400+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]MARGINAL @ 10% (|t|=1.85)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.21 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.56high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCEMARGINAL @ 10% (|t|=1.85)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 ID2511143
SLUGus-x-iran-diplomatic-meeting-by-june-18-2026
CATEGORYUS x Iran diplomatic meeting by...?
TWO-SIDED PRICINGFAVOURS NO (87¢)
PRIMARY · YES13.50¢implied prob 13.50% · decimal odds 7.41×
COUNTER · NO86.50¢implied prob 86.50% · decimal odds 1.16×
13.50¢
86.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME27.75k USD 24h
LIQUIDITY28.75k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (87¢)|primary − counter| = 0.730 · entropy 0.571 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 13.5%NO 86.5%YES p̂13.5%H = 0.571 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES7.41×(14¢)NO1.16×(87¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.571 bits (57% of max) · moderate uncertainty
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 2026-06-18 00:00 UTC
2days
21hrs
42min
2.90 days·θ = 8.059 pp/day
YES →$1.00(P = 13.5%)
NO →$0.00(P = 86.5%)
current: $0.1350 · expected return per side: $0.86 on YES hit · $0.14 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.5dRESOLVESP projection · σ=1.64% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 8.059 pp/day
now2.90d left
8.059 pp/day×1.00
−25%2.18d left
9.305 pp/day×1.15
−50%1.45d left
11.396 pp/day×1.41
−75%17.43h left
16.117 pp/day×2.00
−90%6.97h left
25.483 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 4.50% · worst -4.00% · typical |Δ| 1.00%BEARISH SESSION -1.00%BEST+4.50%22hWORST-4.00%6hTYPICAL |Δ|1.00%mean absoluteCUMULATIVE-1.00%Σ signed ΔSTREAK↘ 2down-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ -0.06% · Σ -0.50%US · 16-24 UTCμ +0.25% · Σ +2.00%CUMULATIVE Δ PATH · final -1.00%+1.00%-6.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.50% · 4h0.50% · 4h0.50%4h-0.50% · 5h-0.50% · 5h-0.50%5h-4.00% · 6h-4.00% · 6h-4.00%6h▼ WORST2.00% · 7h2.00% · 7h2.00%7h-1.00% · 8h-1.00% · 8h-1.00%8h1.50% · 9h1.50% · 9h1.50%9h-0.50% · 10h-0.50% · 10h-0.50%10h-0.50% · 11h-0.50% · 11h-0.50%11h-0.50% · 12h-0.50% · 12h-0.50%12h0.00% · 13h0.00% · 13h·13h0.50% · 14h0.50% · 14h0.50%14h0.00% · 15h0.00% · 15h·15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h0.00% · 19h0.00% · 19h·19h-3.50% · 20h-3.50% · 20h-3.50%20h2.50% · 21h2.50% · 21h2.50%21h4.50% · 22h4.50% · 22h4.50%22h★ BEST-1.50% · 23h-1.50% · 23h-1.50%23h-0.50% · 24h-0.50% · 24h-0.50%24hTIME PATTERNUS-led (+2.00%)RUNSup max 2 · down max 3BREADTH25% up · 38% down · 38% flat
6 up bars · 9 down · best 4.50% · worst -4.00% · typical |Δ| 1.000%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS WITH MODERATE DD (-1.32%)FINAL-1.32%MAX DD-6.47%RECOVERYONGOING · 17 barsMAX RUN-UP+0.68%UNDERWATER19/25 (76%)STREAK↘ 2EQUITY CURVE · end 0.9868 · peak 1.0068 · range [0.9400, 1.0068]1.00680.9400break-even = 1★ PEAK 1.0068UNDERWATER DRAWDOWN · max -6.47% · significant0%-6.47%▼ TROUGH -6.47%TOP DRAWDOWN PERIODS · 2 total#1 -6.47%bar 6-22 · 17 bars · recovered#2 -1.99%bar 24-25 · 2 bars · ONGOINGDD SEVERITYsignificant (max -6.47%)RECOVERYongoing · 20 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 0.9868 (-1.32%) · max DD -6.47% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −11 (37% positive) · μ=-5.75 · σ=23.40MIXED EDGELAST 8.18 (+0.60σ vs μ)38.2119.100.00-19.10-38.21μ = -5.75-37.51-37.51-15.66-15.66-23.40-23.40-10.82-10.82-18.30-18.30-18.30-18.3012.4612.46-17.82-17.829.749.74-38.21-38.21-20.72-20.720.000.0038.2138.2138.2138.21-38.21-38.21-8.15-8.1520.1520.1510.9810.988.188.18v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 8.184 · range [-38.21, 38.21] · μ -5.745 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=139.2567 · σ=85.9761 · range [19.1050, 267.6061] · R²=0.003▲ RISING +71.90%σ EXTREME 61.74%LAST 267.6061267.6061205.4808143.355581.230219.1050μ = 139.2567max 267.6061min 19.1050dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 267.61% · range [19.10%, 267.61%] · μ 139.26% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −14 (21% positive) · μ=-0.176 · σ=0.300MEAN-REVERSIONLAST -0.099 (+0.26σ vs μ)0.5110.2550.000-0.255-0.511μ = -0.1760.0940.094-0.388-0.388-0.475-0.475-0.457-0.457-0.487-0.487-0.499-0.499-0.472-0.472-0.464-0.464-0.041-0.0410.4670.4670.3430.3430.0000.000-0.233-0.233-0.033-0.033-0.033-0.033-0.511-0.5110.0750.075-0.137-0.137-0.099-0.099v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.099 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀*

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
7.0419
p-VALUE (log scale)
0.0296
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
3.3434
p-VALUE (log scale)
0.6498
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀*

H₀: p has a unit root (non-stationary)

STATISTIC
-2.9144
p-VALUE (log scale)
0.0448
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

FAIL TO REJECTns

H₀: Sign sequence of Δ is random

STATISTIC
1.0080
p-VALUE (log scale)
0.3134
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3226
p-VALUE (log scale)
0.1427
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
-1.3993
p-VALUE (log scale)
0.1617
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.574 ≈ 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=2.86e-4 · top T=2.40h (16.6%) · top-3 cover 48.2%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)5.7e-44.3e-42.8e-41.4e-40.0e+0μ noise floorperiod 24.0 · power 5.79e-5 · 1.7% energyperiod 24.0 · power 5.79e-5 · 1.7% energyperiod 12.0 · power 1.10e-4 · 3.2% energyperiod 12.0 · power 1.10e-4 · 3.2% energyperiod 8.0 · power 5.04e-5 · 1.5% energyperiod 8.0 · power 5.04e-5 · 1.5% energyperiod 6.0 · power 4.26e-4 · 12.4% energyperiod 6.0 · power 4.26e-4 · 12.4% energyperiod 4.8 · power 5.07e-4 · 14.8% energyperiod 4.8 · power 5.07e-4 · 14.8% energyperiod 4.0 · power 1.77e-4 · 5.2% energyperiod 4.0 · power 1.77e-4 · 5.2% energyperiod 3.4 · power 5.52e-4 · 16.1% energyperiod 3.4 · power 5.52e-4 · 16.1% energyperiod 3.0 · power 5.32e-4 · 15.5% energyperiod 3.0 · power 5.32e-4 · 15.5% energyperiod 2.7 · power 1.21e-5 · 0.4% energyperiod 2.7 · power 1.21e-5 · 0.4% energyperiod 2.4 · power 5.69e-4 · 16.6% energyperiod 2.4 · power 5.69e-4 · 16.6% energyperiod 2.2 · power 1.71e-4 · 5.0% energyperiod 2.2 · power 1.71e-4 · 5.0% energyperiod 2.0 · power 2.67e-4 · 7.8% energyperiod 2.0 · power 2.67e-4 · 7.8% energy50% by T=3.4h#1 dominantT=2.40h#2T=3.43h#3T=3.00hT=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 ≈ 2.40h (freq 0.417) · concentrates 16.6% of total energy · Σ|X̂|²/n = 3.431e-3

▸ Depth section using sovereign-store price series (525 bars · effective 1753297 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 2.9 d · σ/bar 0.303pp · expected |Δp| over horizon 2.53ppterminal variance p(1−p) = 0.1168 · n = 525✓ n = 525
μ per bar
+0.011pp
average Δp · drift
σ per bar
0.303pp
one-bar volatility · logit-free
Per-day movedaily
1.48pp
σ × √24
Per-horizon move3d
2.53pp
σ × √69.70916138888889
Terminal variancebinary
0.1168
p(1−p) at resolution
Current pricep
13.5¢
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 0.49pp · ES₉₅ 0.61pp · method parametric · drift-correcteddrift +0.011pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.02✓ n = 525
VaR 95%
0.49pp
1.645·σ (parametric) of Δp
ES 95%
0.61pp
mean of the tail
Max drawdown
23.8pp
peak 10.5¢ → trough 8.0¢
Median step
1.00pp
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
13.5%
= price
Decimal oddsEU
7.407
total return per $1
AmericanUS
+641
$100 wins $641
FractionalUK
6.41 / 1
profit per $1 risked
Profit per $100stake
+$640.74
clean dollar framing
-1000-5000+500+1000020406080100you · 13.5%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)
0.571 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.571 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.89 bit
self-information
Surprise · NO−log₂(1−p)
0.21 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
18257277629228387680155117174872176312223837449936525414707831030251218613733
NO token ID
31338365188532387572120601177809325116949213321704015399101837171104700624323
Snapshot fetched
2026-06-15 02:17:27 UTC
Snapshot age
5ms
History points
25 CLOB mids
Page rendered
2026-06-15 02:17:27 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
062eee4492b963333e16827a0433ce70b8b471487304453519a448d845412601 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDIvory Coast99.8¢HL PREDSpain91.5¢HL PREDSweden68.5¢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$65,719.5HL PERPETH-USD perpetual$1,725.25HL PERPHYPE-USD perpetual$64.12

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
0.130000
(best bid + best ask) / 2
Spread
1538.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.797
ask-heavy
Imbalance (top-5)
-0.060
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-18-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1508221601.69bp0.1600003FILLED
BUY$10.00K0.36942518417.31bp0.68000017FILLED
BUY$100.00K0.75003947695.29bp0.96000036FILLED
SELL$1.00K0.1079491696.25bp0.1000003FILLED
SELL$10.00K0.0783253975.00bp0.01000011PARTIAL
SELL$100.00K0.0783253975.00bp0.01000011PARTIAL

Risk metrics

▸ sovereign store · 525 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3900.68%
σ per bar = 0.029459
Mean return (annualised)
196672.68%
μ per bar = 0.001122
Sharpe (rf=0)
50.42
annualised; risk-free assumed zero
Max drawdown
23.81%
peak 0.10 → trough 0.08 over 23 bars

/api/asset/pm-us-x-iran-diplomatic-meeting-by-june-18-2026/risk · same metrics, JSON