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

US x Iran diplomatic meeting by June 19, 2026?

YES · live
66.5¢
NO · live
33.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-june-19-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1144.94%
max drawdown
17.90%
sharpe
—
ulcer index
9.21%
RMS drawdown
pain index
7.87%
mean drawdown
mod. VaR 95%
0.71%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
15.48%
cond. drawdown
gain/pain
0.42
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.42
upside/downside
roll spread
7.5 bps
implied (price-only)
bars used
349
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-19-2026/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
66.5¢
NO · live
33.5¢
YES price · live 24h
n=25 · μ=0.2442 · σ=0.1818 · range [0.1300, 0.7450] · R²=0.220▲ RISING +209.30%σ EXTREME 74.45%LAST 0.66500.74500.59130.43750.28380.1300μ = 0.2442max 0.7450min 0.1300dataMA(5)OLS R²=0.22μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 66.50¢
YES / NO split · live
YES 66.5%NO 33.5%YES66.5%66.50¢ · odds 1/1.50
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.920 / 1.00 bits (92%) · high uncertainty
YES
66.5%66.5¢1.50×▬ +0.00pp
NO
33.5%33.5¢2.99×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=8,200 · μ=341.7 · σ=1114.4 · CV=3.26BURSTY · concentratedcumulative energy ↗ · 50% by h=2201,3622,7254,0875,450μ = 3425,45050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8200bp moved · peak 5450bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
25ms
▲YES mid
66.50¢ (66.50%)
▼NO mid
33.50¢ (33.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$32.5k
≋liquidity $
$22.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2442 · σ=0.1818 · range [0.1300, 0.7450] · R²=0.220▲ RISING +209.30%σ EXTREME 74.45%LAST 0.66500.74500.59130.43750.28380.1300μ = 0.2442max 0.7450min 0.1300dataMA(5)OLS R²=0.22μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 66.50¢
NO price · CLOB mid
n=25 · μ=0.7578 · σ=0.1772 · range [0.2550, 0.8700] · R²=0.214▼ FALLING -50.96%σ EXTREME 23.38%LAST 0.38500.87000.71630.56250.40880.2550μ = 0.7578max 0.8700min 0.2550dataMA(5)OLS R²=0.21μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 38.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0320 · σ=0.1028 · skew=4.24 (right-skewed) · kurt=17.11 (leptokurtic (fat tails))201510502-4.87ppbin -4.87pp · n=2 · 10.0% peakbin -4.87pp · n=2 · 10.0% peak201.38ppbin 1.38pp · n=20 · 100.0% peakbin 1.38pp · n=20 · 100.0% peak17.63ppbin 7.63pp · n=1 · 5.0% peakbin 7.63pp · n=1 · 5.0% peak13.87pp20.13pp26.38pp32.62pp38.87pp45.12pp151.37ppbin 51.37pp · n=1 · 5.0% peakbin 51.37pp · n=1 · 5.0% 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=4.18 · kurt=16.81 · near 5 / mid 12 / far 7 · OLS slope=0.60 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.63σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=2.71)
μ MEAN24.42¢95% CI: [17.29¢, 31.55¢]
σ STD DEV18.18ppσ² = 330.514 · CV = 74.45%
med MEDIAN21.00¢Q₁ 14.00¢ · Q₃ 21.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 61.50pp · IQR 7.00pp (1.349σ→24.52pp)
min 13.00¢Q₁ 14.00¢med 21.00¢Q₃ 21.00¢max 74.50¢μ
SKEWNESS · G₁2.066right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂2.709leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.19
σ × 1.349 ↔ IQRdiverges from normalratio = 3.50
range ↔ σconcentrated (range < 4σ)range / σ = 3.38
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-0.037within white-noise band
ρ(2) AUTOCORR-0.195lag-2 not significant
H · HURST EXPONENT0.743strongly persistent
OLS TREND · t-STAT+2.548significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.743
H = 0.743STRONGLY 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=1-0.037k=2-0.195k=3+0.115k=4+0.000k=5-0.0070+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 @ 5% (|t|=2.55)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.52high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.55)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 ID2511144
SLUGus-x-iran-diplomatic-meeting-by-june-19-2026
CATEGORYUS x Iran diplomatic meeting by...?
TWO-SIDED PRICINGFAVOURS YES (67¢)
PRIMARY · YES66.50¢implied prob 66.50% · decimal odds 1.50×
COUNTER · NO33.50¢implied prob 33.50% · decimal odds 2.99×
66.50¢
33.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME32.49k USD 24h
LIQUIDITY22.27k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (67¢)|primary − counter| = 0.330 · entropy 0.920 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 66.5%NO 33.5%YES p̂66.5%H = 0.920 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.50×(67¢)NO2.99×(34¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.920 bits (92% of max) · high 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 · LOWresolves 2026-06-19 00:00 UTC
4days
00hrs
27min
4.02 days·θ = 89.064 pp/day
YES →$1.00(P = 66.5%)
NO →$0.00(P = 33.5%)
current: $0.6650 · expected return per side: $0.33 on YES hit · $0.67 on NO hit
0%25%50%75%100%YES $1NO $0NOW+2.0dRESOLVESP projection · σ=18.18% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 89.064 pp/day
now4.02d left
89.064 pp/day×1.00
−25%3.01d left
102.842 pp/day×1.15
−50%2.01d left
125.955 pp/day×1.41
−75%1.00d left
178.127 pp/day×2.00
−90%9.65h left
281.644 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 54.50% · worst -8.00% · typical |Δ| 3.42%MILD BULLISH +45.00%BEST+54.50%22hWORST-8.00%24hTYPICAL |Δ|3.42%mean absoluteCUMULATIVE+45.00%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.07% · Σ -0.50%EUROPE · 08-16 UTCμ -0.94% · Σ -7.50%US · 16-24 UTCμ +7.63% · Σ +61.00%CUMULATIVE Δ PATH · final +45.00%+53.00%-8.50%-0.50% · 1h-0.50% · 1h-0.50%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h0.00% · 6h0.00% · 6h·6h0.00% · 7h0.00% · 7h·7h0.50% · 8h0.50% · 8h0.50%8h0.00% · 9h0.00% · 9h·9h-7.50% · 10h-7.50% · 10h-7.50%10h0.00% · 11h0.00% · 11h·11h-0.50% · 12h-0.50% · 12h-0.50%12h-0.50% · 13h-0.50% · 13h-0.50%13h0.00% · 14h0.00% · 14h·14h0.50% · 15h0.50% · 15h0.50%15h0.00% · 16h0.00% · 16h·16h1.00% · 17h1.00% · 17h1.00%17h0.00% · 18h0.00% · 18h·18h6.50% · 19h6.50% · 19h6.50%19h-1.00% · 20h-1.00% · 20h-1.00%20h-0.50% · 21h-0.50% · 21h-0.50%21h54.50% · 22h54.50% · 22h54.50%22h★ BEST0.50% · 23h0.50% · 23h0.50%23h-8.00% · 24h-8.00% · 24h-8.00%24h▼ WORSTTIME PATTERNUS-led (+61.00%)RUNSup max 2 · down max 2BREADTH25% up · 29% down · 46% flat
6 up bars · 7 down · best 54.50% · worst -8.00% · typical |Δ| 3.417%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +39.30%FINAL+39.30%MAX DD-8.42%RECOVERYONGOING · 21 barsMAX RUN-UP+51.41%UNDERWATER22/25 (88%)STREAK↘ 1EQUITY CURVE · end 1.3930 · peak 1.5141 · range [0.9158, 1.5141]1.51410.9158break-even = 1★ PEAK 1.5141UNDERWATER DRAWDOWN · max -8.42% · significant0%-8.42%▼ TROUGH -8.42%TOP DRAWDOWN PERIODS · 2 total#1 -8.42%bar 2-22 · 21 bars · recovered#2 -8.00%bar 25-25 · 1 bars · ONGOINGDD SEVERITYsignificant (max -8.42%)RECOVERYongoing · 24 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.3930 (39.30%) · max DD -8.42% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −8 (53% positive) · μ=3.71 · σ=37.23MIXED EDGELAST 35.39 (+0.85σ vs μ)48.7024.350.00-24.35-48.70μ = 3.71-38.21-38.210.000.0038.2138.2138.2138.21-35.12-35.12-35.12-35.12-38.01-38.01-40.99-40.99-44.34-44.34-40.99-40.99-20.72-20.7213.3413.3430.2130.2148.7048.7040.5140.5133.7333.7343.0343.0342.6042.6035.3935.39v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 35.386 · range [-44.34, 48.70] · μ 3.706 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=469.5697 · σ=728.2165 · range [0.0000, 2145.4808] · R²=0.449▲ RISING +11129.96%σ EXTREME 155.08%LAST 2145.48082145.48081609.11061072.7404536.37020.0000μ = 469.5697max 2145.4808min 0.0000dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
latest 2145.48% · range [0.00%, 2145.48%] · μ 469.57% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +2 / −16 (11% positive) · μ=-0.139 · σ=0.177MEAN-REVERSIONLAST -0.209 (-0.39σ vs μ)0.4570.2290.000-0.229-0.457μ = -0.139-0.033-0.0330.0000.000-0.033-0.033-0.233-0.233-0.016-0.016-0.197-0.197-0.218-0.218-0.263-0.263-0.309-0.309-0.062-0.0620.2840.2840.1420.142-0.208-0.208-0.115-0.115-0.457-0.457-0.351-0.351-0.077-0.077-0.290-0.290-0.209-0.209v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.209 · |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
529.8158
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
1.5084
p-VALUE (log scale)
0.9117
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
-0.6685
p-VALUE (log scale)
0.8469
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
-0.2691
p-VALUE (log scale)
0.7878
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
0.3418
p-VALUE (log scale)
0.1091
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
-0.4435
p-VALUE (log scale)
0.6574
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.865 ≈ 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=1.29e-2 · top T=3.43h (14.9%) · top-3 cover 38.6%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)2.3e-21.7e-21.2e-25.8e-30.0e+0μ noise floorperiod 24.0 · power 1.48e-2 · 9.6% energyperiod 24.0 · power 1.48e-2 · 9.6% energyperiod 12.0 · power 7.91e-3 · 5.1% energyperiod 12.0 · power 7.91e-3 · 5.1% energyperiod 8.0 · power 1.39e-2 · 9.0% energyperiod 8.0 · power 1.39e-2 · 9.0% energyperiod 6.0 · power 9.24e-3 · 6.0% energyperiod 6.0 · power 9.24e-3 · 6.0% energyperiod 4.8 · power 1.80e-2 · 11.6% energyperiod 4.8 · power 1.80e-2 · 11.6% energyperiod 4.0 · power 1.33e-2 · 8.6% energyperiod 4.0 · power 1.33e-2 · 8.6% energyperiod 3.4 · power 2.30e-2 · 14.9% energyperiod 3.4 · power 2.30e-2 · 14.9% energyperiod 3.0 · power 1.35e-2 · 8.7% energyperiod 3.0 · power 1.35e-2 · 8.7% energyperiod 2.7 · power 1.87e-2 · 12.1% energyperiod 2.7 · power 1.87e-2 · 12.1% energyperiod 2.4 · power 7.99e-3 · 5.2% energyperiod 2.4 · power 7.99e-3 · 5.2% energyperiod 2.2 · power 1.02e-2 · 6.6% energyperiod 2.2 · power 1.02e-2 · 6.6% energyperiod 2.0 · power 4.00e-3 · 2.6% energyperiod 2.0 · power 4.00e-3 · 2.6% energy50% by T=3.4h#1 dominantT=3.43h#2T=2.67h#3T=4.80hT=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 ≈ 3.43h (freq 0.292) · concentrates 14.9% of total energy · Σ|X̂|²/n = 1.546e-1

▸ Depth section using sovereign-store price series (349 bars · effective 1753103 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 4.0 d · σ/bar 0.865pp · expected |Δp| over horizon 8.50ppterminal variance p(1−p) = 0.2228 · n = 349✓ n = 349
μ per bar
-0.042pp
average Δp · drift
σ per bar
0.865pp
one-bar volatility · logit-free
Per-day movedaily
4.24pp
σ × √24
Per-horizon move4d
8.50pp
σ × √96.46382916666666
Terminal variancebinary
0.2228
p(1−p) at resolution
Current pricep
66.5¢
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 1.46pp · ES₉₅ 1.83pp · method parametric · drift-correcteddrift -0.042pp/bar · quantised: yes · median step 2.00pp · unique ratio 0.02✓ n = 349
VaR 95%
1.46pp
1.645·σ (parametric) of Δp
ES 95%
1.83pp
mean of the tail
Max drawdown
17.9pp
peak 81.0¢ → trough 66.5¢
Median step
2.00pp
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
66.5%
= price
Decimal oddsEU
1.504
total return per $1
AmericanUS
-199
risk $199 to win $100
FractionalUK
0.50 / 1
profit per $1 risked
Profit per $100stake
+$50.38
clean dollar framing
-1000-5000+500+1000020406080100you · 66.5%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)
0.920 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.920 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.59 bit
self-information
Surprise · NO−log₂(1−p)
1.58 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
8158820422054723335692871662621000955443738226957424621526204852663668549703
NO token ID
74462684193682274121527627288851496112095177877168577387579195113338655776971
Snapshot fetched
2026-06-14 23:32:10 UTC
Snapshot age
25ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:32:10 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
85498142584d02c0211f4fad9e5a83278230dd4139c3788c7beaa0f9aa87559f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDDraw100.0¢HL PREDSpain91.3¢HL PREDUruguay65.7¢POLYMARKETWill Netherlands win on 2026-06-14?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?82¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,533HL PERPETH-USD perpetual$1,721.5HL PERPHYPE-USD perpetual$63.8

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
0.625000
(best bid + best ask) / 2
Spread
480.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.461
bid-heavy
Imbalance (top-5)
-0.960
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-19-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.640000240.00bp0.6400001FILLED
BUY$10.00K0.7152251443.61bp0.7600009FILLED
BUY$100.00K0.8464393543.03bp0.99000030PARTIAL
SELL$1.00K0.3933583706.27bp0.36000012FILLED
SELL$10.00K0.1993706810.08bp0.13000031FILLED
SELL$100.00K0.1097388244.18bp0.01000041PARTIAL

Risk metrics

▸ sovereign store · 349 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1570.51%
σ per bar = 0.011861
Mean return (annualised)
-99366.26%
μ per bar = -0.000567
Sharpe (rf=0)
-63.27
annualised; risk-free assumed zero
Max drawdown
17.90%
peak 0.81 → trough 0.67 over 348 bars

/api/asset/pm-us-x-iran-diplomatic-meeting-by-june-19-2026/risk · same metrics, JSON