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

US x Iran diplomatic meeting by June 18, 2026?

YES · live
9.5¢
NO · live
90.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-june-18-2026-585 · fresh · feed 7s old
24h sparkline · 60 pts -29.63%
realized vol (ann.)
235.77%
max drawdown
66.67%
sharpe
ulcer index
31.85%
RMS drawdown
pain index
28.92%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
55.30%
cond. drawdown
gain/pain
1.76
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.76
upside/downside
roll spread
21.3 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-29.63%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -29.63%
Same bundle via M2M API: /api/m2m/pm-us-x-iran-diplomatic-meeting-by-june-18-2026-585/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH6.6s--:--:-- 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
9.5¢
NO · live
90.5¢
YES price · live 24h
n=25 · μ=0.0653 · σ=0.0393 · range [0.0175, 0.1350] · R²=0.559 FALLING -31.60%σ EXTREME 60.23%LAST 0.08550.13500.10560.07630.04690.0175μ = 0.0653max 0.1350min 0.0175dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 8.55¢
YES / NO split · live
YES 9.5%NO 90.5%NO90.5%90.50¢ · odds 1/1.10
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.453 / 1.00 bits (45%) · informative — one side favoured
YES
9.5%9.5¢10.53× +0.00pp
NO
90.5%90.5¢1.10× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,095 · μ=170.6 · σ=170.8 · CV=1.00BURSTYcumulative energy ↗ · 50% by h=90149298446595μ = 17159550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4095bp moved · peak 595bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
6.6s
YES mid
9.50¢ (9.50%)
NO mid
90.50¢ (90.50%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$137.3k
liquidity $
$35.2k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0653 · σ=0.0393 · range [0.0175, 0.1350] · R²=0.559 FALLING -31.60%σ EXTREME 60.23%LAST 0.08550.13500.10560.07630.04690.0175μ = 0.0653max 0.1350min 0.0175dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 8.55¢
NO price · CLOB mid
n=25 · μ=0.9347 · σ=0.0393 · range [0.8650, 0.9825] · R²=0.559 RISING +4.51%σ NORMAL 4.21%LAST 0.91450.98250.95310.92380.89440.8650μ = 0.9347max 0.9825min 0.8650dataMA(5)OLS R²=0.56μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 91.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0006 · σ=0.0224 · skew=1.01 (right-skewed) · kurt=0.80 (mesokurtic)754201-3.50ppbin -3.50pp · n=1 · 14.3% peakbin -3.50pp · n=1 · 14.3% peak4-2.51ppbin -2.51pp · n=4 · 57.1% peakbin -2.51pp · n=4 · 57.1% peak3-1.51ppbin -1.51pp · n=3 · 42.9% peakbin -1.51pp · n=3 · 42.9% peak5-0.52ppbin -0.52pp · n=5 · 71.4% peakbin -0.52pp · n=5 · 71.4% peak70.48ppbin 0.48pp · n=7 · 100.0% peakbin 0.48pp · n=7 · 100.0% peak11.47ppbin 1.47pp · n=1 · 14.3% peakbin 1.47pp · n=1 · 14.3% peak2.47pp13.46ppbin 3.46pp · n=1 · 14.3% peakbin 3.46pp · n=1 · 14.3% peak4.46pp25.45ppbin 5.45pp · n=2 · 28.6% peakbin 5.45pp · n=2 · 28.6% 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=0.99 · kurt=0.92 · near 16 / mid 8 / far 0 · OLS slope=0.97 intercept=-0.00APPROXIMATELY NORMALMILDLY HEAVY UPPERLOWER 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=25PLATYKURTIC · THIN TAILS (G₂=-1.54)
μ MEAN6.53¢95% CI: [4.99¢, 8.07¢]
σ STD DEV3.93ppσ² = 15.452 · CV = 60.23%
med MEDIAN7.00¢Q₁ 2.60¢ · Q₃ 9.50¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 1.75¢Q₁ 2.60¢med 7.00¢Q₃ 9.50¢max 13.50¢μ
SKEWNESS · G₁0.204approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.540platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.12
σ × 1.349 ↔ IQRdiverges from normalratio = 0.77
range ↔ σconcentrated (range < 4σ)range / σ = 2.99
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) -0.31 + ADF rejected
ρ(1) AUTOCORR-0.313within white-noise band
ρ(2) AUTOCORR+0.385lag-2 not significant
H · HURST EXPONENT1.083strongly persistent
OLS TREND · t-STAT-5.397significant @ α=0.05
HURST EXPONENT [0, 1]
H = 1.083STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1-0.313k=2+0.385k=3-0.251k=4+0.281k=5-0.3800+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.31 + 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|=5.40)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-18-2026-585
CATEGORYUS x Iran diplomatic meeting by...?
TWO-SIDED PRICING
PRIMARY · YES9.50¢implied prob 9.50% · decimal odds 10.53×
COUNTER · NO90.50¢implied prob 90.50% · decimal odds 1.10×
9.50¢
90.50¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME137.34k USD 24h
LIQUIDITY35.19k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (91¢)|primary − counter| = 0.810 · entropy 0.453 bits
LIQUIDITY DEPTHDEEP100k+ 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 9.5%NO 90.5%YES9.5%H = 0.453 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES10.53×(10¢)NO1.10×(91¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.453 bits (45% 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 5.95% · worst -4.00% · typical |Δ| 1.71%MILD BEARISH -3.95%BEST+5.95%24hWORST-4.00%1hTYPICAL |Δ|1.71%mean absoluteCUMULATIVE-3.95%Σ signed ΔSTREAK↗ 2up-runASIA · 00-08 UTCμ -0.36% · Σ -2.50%EUROPE · 08-16 UTCμ -1.01% · Σ -8.10%US · 16-24 UTCμ +0.09% · Σ +0.70%CUMULATIVE Δ PATH · final -3.95%+1.00%-10.75%-4.00% · 1h-4.00% · 1h-4.00%1h▼ WORST1.00% · 2h1.00% · 2h1.00%2h-0.50% · 3h-0.50% · 3h-0.50%3h0.50% · 4h0.50% · 4h0.50%4h-2.50% · 5h-2.50% · 5h-2.50%5h5.50% · 6h5.50% · 6h5.50%6h-2.50% · 7h-2.50% · 7h-2.50%7h3.50% · 8h3.50% · 8h3.50%8h-3.00% · 9h-3.00% · 9h-3.00%9h0.00% · 10h0.00% · 10h·10h-3.00% · 11h-3.00% · 11h-3.00%11h-2.00% · 12h-2.00% · 12h-2.00%12h-1.70% · 13h-1.70% · 13h-1.70%13h-0.35% · 14h-0.35% · 14h-0.35%14h-1.55% · 15h-1.55% · 15h-1.55%15h0.60% · 16h0.60% · 16h0.60%16h0.35% · 17h0.35% · 17h0.35%17h-0.40% · 18h-0.40% · 18h-0.40%18h-0.70% · 19h-0.70% · 19h-0.70%19h0.60% · 20h0.60% · 20h0.60%20h0.25% · 21h0.25% · 21h0.25%21h-0.25% · 22h-0.25% · 22h-0.25%22h0.25% · 23h0.25% · 23h0.25%23h5.95% · 24h5.95% · 24h5.95%24h★ BESTTIME PATTERNUS-led (+0.70%)RUNSup max 2 · down max 5BREADTH42% up · 54% down · 4% flat
10 up bars · 13 down · best 5.95% · worst -4.00% · typical |Δ| 1.706%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -4.52%FINAL-4.52%MAX DD-11.21%RECOVERYONGOING · 16 barsMAX RUN-UP+0.64%UNDERWATER23/25 (92%)STREAK↗ 2EQUITY CURVE · end 0.9548 · peak 1.0064 · range [0.8936, 1.0064]1.00640.8936break-even = 1★ PEAK 1.0064UNDERWATER DRAWDOWN · max -11.21% · significant0%-11.21%▼ TROUGH -11.21%TOP DRAWDOWN PERIODS · 2 total#1 -11.21%bar 10-25 · 16 bars · ONGOING#2 -5.47%bar 2-8 · 7 bars · recoveredDD SEVERITYsignificant (max -11.21%)RECOVERYongoing · 16 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9548 (-4.52%) · max DD -11.21% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −11 (37% positive) · μ=-27.06 · σ=47.24MIXED EDGELAST 38.69 (+1.39σ vs μ)122.5861.290.00-61.29-122.58μ = -27.060.000.007.907.9019.2019.206.556.554.374.372.142.14-42.94-42.94-39.01-39.01-122.58-122.58-121.57-121.57-98.00-98.00-64.65-64.65-50.11-50.11-41.58-41.58-19.96-19.9620.1220.12-4.67-4.67-8.00-8.0038.6938.69v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 38.693 · range [-122.58, 38.69] · μ -27.060 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=180.6239 · σ=111.7756 · range [45.6045, 341.8669] · R²=0.647 FALLING -25.17%σ EXTREME 61.88%LAST 230.1685341.8669267.8013193.7357119.670145.6045μ = 180.6239max 341.8669min 45.6045dataMA(3)OLS R²=0.65μ lineμ ± σ bandmaxmin
latest 230.17% · range [45.60%, 341.87%] · μ 180.62% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.318 · σ=0.291MEAN-REVERSIONLAST -0.027 (+1.00σ vs μ)0.7680.3840.000-0.384-0.768μ = -0.318-0.366-0.366-0.691-0.691-0.736-0.736-0.768-0.768-0.742-0.742-0.492-0.492-0.542-0.542-0.340-0.340-0.493-0.493-0.266-0.2660.0450.0450.1420.142-0.103-0.103-0.168-0.168-0.287-0.2870.0570.057-0.159-0.159-0.102-0.102-0.027-0.027v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.027 · |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
6.5764
p-VALUE (log scale)
0.0373
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-normal · fat tails or skew present
ρ

Ljung-Box(h=5)

REJECT H₀**

H₀: No serial autocorrelation up to lag 5

STATISTIC
15.9548
p-VALUE (log scale)
0.0071
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneserial dependence detected
Ψ

Dickey-Fuller (τ_μ)

FAIL TO REJECTns

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

STATISTIC
-1.9182
p-VALUE (log scale)
0.3342
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
0.7369
p-VALUE (log scale)
0.4612
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (14 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.6655
p-VALUE (log scale)
0.0167
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
-1.1778
p-VALUE (log scale)
0.2389
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.642 ≈ 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=7.60e-4 · top T=2.00h (50.5%) · top-3 cover 71.6%STRONG CYCLE @ T≈2.0cumulative energy ↗ (1 bin above 2× noise)4.6e-33.5e-32.3e-31.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 5.24e-4 · 5.7% energyperiod 24.0 · power 5.24e-4 · 5.7% energyperiod 12.0 · power 1.80e-4 · 2.0% energyperiod 12.0 · power 1.80e-4 · 2.0% energyperiod 8.0 · power 5.38e-4 · 5.9% energyperiod 8.0 · power 5.38e-4 · 5.9% energyperiod 6.0 · power 7.18e-5 · 0.8% energyperiod 6.0 · power 7.18e-5 · 0.8% energyperiod 4.8 · power 1.41e-5 · 0.2% energyperiod 4.8 · power 1.41e-5 · 0.2% energyperiod 4.0 · power 8.37e-5 · 0.9% energyperiod 4.0 · power 8.37e-5 · 0.9% energyperiod 3.4 · power 7.20e-4 · 7.9% energyperiod 3.4 · power 7.20e-4 · 7.9% energyperiod 3.0 · power 4.86e-4 · 5.3% energyperiod 3.0 · power 4.86e-4 · 5.3% energyperiod 2.7 · power 6.78e-4 · 7.4% energyperiod 2.7 · power 6.78e-4 · 7.4% energyperiod 2.4 · power 1.34e-5 · 0.1% energyperiod 2.4 · power 1.34e-5 · 0.1% energyperiod 2.2 · power 1.21e-3 · 13.2% energyperiod 2.2 · power 1.21e-3 · 13.2% energyperiod 2.0 · power 4.61e-3 · 50.5% energyperiod 2.0 · power 4.61e-3 · 50.5% energy50% by T=2.0h#1 dominantT=2.00h#2T=2.18h#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 ≈ 2.00h (freq 0.500) · concentrates 50.5% of total energy · Σ|X̂|²/n = 9.121e-3

▸ Depth section using sovereign-store price series (5000 bars · effective 1752421 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 0.303pp · expected |Δp| over horizon 0.74ppterminal variance p(1−p) = 0.0860 · n = 5000n = 5000
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.303pp
one-bar volatility · logit-free
Per-day movedaily
1.49pp
σ × √24
Per-horizon move0d
0.74pp
σ × √6
Terminal variancebinary
0.0860
p(1−p) at resolution
Current pricep
9.5¢
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 0.50pp · ES₉₅ 0.63pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.25pp · unique ratio 0.01n = 5000
VaR 95%
0.50pp
1.645·σ (parametric) of Δp
ES 95%
0.63pp
mean of the tail
Max drawdown
94.5pp
peak 22.0¢ → trough 1.2¢
Median step
0.25pp
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
9.5%
= price
Decimal oddsEU
10.526
total return per $1
AmericanUS
+953
$100 wins $953
FractionalUK
9.53 / 1
profit per $1 risked
Profit per $100stake
+$952.63
clean dollar framing
-1000-5000+500+1000020406080100you · 9.5%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)
0.453 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.453 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.40 bit
self-information
Surprise · NO−log₂(1−p)
0.14 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
2026-06-18 09:54:23 UTC
Snapshot age
6.6s
History points
25 CLOB mids
Page rendered
2026-06-18 09:54:30 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
4001570a8c6a94a7eceb2dc7502b77077e74229aa0c25aa05c0dedd884989725 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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
0.085500
(best bid + best ask) / 2
Spread
818.7bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.125
ask-heavy
Imbalance (top-5)
-0.699
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-18-2026-585/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1520087778.74bp0.16900015FILLED
BUY$10.00K0.34006229773.33bp0.63000038FILLED
BUY$100.00K0.73400775848.80bp0.99900074PARTIAL
SELL$1.00K0.0036959567.80bp0.00100028PARTIAL
SELL$10.00K0.0036959567.80bp0.00100028PARTIAL
SELL$100.00K0.0036959567.80bp0.00100028PARTIAL

Risk metrics

sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4616.49%
σ per bar = 0.034873
Mean return (annualised)
-17161.33%
μ per bar = -0.000098
Sharpe (rf=0)
-3.72
annualised; risk-free assumed zero
Max drawdown
94.55%
peak 0.22 → trough 0.01 over 1878 bars

/api/asset/pm-us-x-iran-diplomatic-meeting-by-june-18-2026-585/risk · same metrics, JSON