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

US x Iran diplomatic meeting by June 21, 2026?

YES · live
89.0¢
NO · live
10.9¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-june-21-2026-631-919-131-645-654-454-281-531-319-585-646 · fresh · feed 4s old
24h sparkline · 60 pts▼ -5.01%
realized vol (ann.)
925.83%
max drawdown
33.43%
sharpe
—
ulcer index
18.97%
RMS drawdown
pain index
15.52%
mean drawdown
mod. VaR 95%
0.05%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
32.35%
cond. drawdown
gain/pain
1.09
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.09
upside/downside
roll spread
1.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-5.01%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -5.01%
Same bundle via M2M API: /api/m2m/pm-us-x-iran-diplomatic-meeting-by-june-21-2026-631-919-131-645-654-454-281-531-319-585-646/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4.3s⏱--:--:-- 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
89.0¢
NO · live
10.9¢
YES price · live 24h
n=25 · μ=0.8402 · σ=0.1011 · range [0.6400, 0.9390] · R²=0.276▼ FALLING -5.01%σ HIGH 12.03%LAST 0.89050.93900.86420.78950.71470.6400μ = 0.8402max 0.9390min 0.6400dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 89.05¢
YES / NO split · live
YES 89.0%NO 10.9%YES89.0%89.05¢ · odds 1/1.12
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.498 / 1.00 bits (50%) · informative — one side favoured
YES
89.0%89.0¢1.12×▬ +0.00pp
NO
10.9%10.9¢9.13×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=13,590 · μ=566.2 · σ=580.8 · CV=1.03BURSTY · concentratedcumulative energy ↗ · 50% by h=1505701,1401,7102,280μ = 5662,28050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 13590bp moved · peak 2280bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4.3s
▲YES mid
89.05¢ (89.05%)
▼NO mid
10.95¢ (10.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$225.2k
≋liquidity $
$33.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.8402 · σ=0.1011 · range [0.6400, 0.9390] · R²=0.276▼ FALLING -5.01%σ HIGH 12.03%LAST 0.89050.93900.86420.78950.71470.6400μ = 0.8402max 0.9390min 0.6400dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 89.05¢
NO price · CLOB mid
n=25 · μ=0.1601 · σ=0.1009 · range [0.0615, 0.3595] · R²=0.278▲ RISING +75.20%σ EXTREME 63.01%LAST 0.10950.35950.28500.21050.13600.0615μ = 0.1601max 0.3595min 0.0615dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 10.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0041 · σ=0.0788 · skew=-0.34 (symmetric) · kurt=0.40 (mesokurtic)754201-20.76ppbin -20.76pp · n=1 · 14.3% peakbin -20.76pp · n=1 · 14.3% peak-16.70pp1-12.62ppbin -12.62pp · n=1 · 14.3% peakbin -12.62pp · n=1 · 14.3% peak3-8.55ppbin -8.55pp · n=3 · 42.9% peakbin -8.55pp · n=3 · 42.9% peak3-4.48ppbin -4.48pp · n=3 · 42.9% peakbin -4.48pp · n=3 · 42.9% peak7-0.41ppbin -0.41pp · n=7 · 100.0% peakbin -0.41pp · n=7 · 100.0% peak43.66ppbin 3.66pp · n=4 · 57.1% peakbin 3.66pp · n=4 · 57.1% peak37.73ppbin 7.73pp · n=3 · 42.9% peakbin 7.73pp · n=3 · 42.9% peak111.79ppbin 11.79pp · n=1 · 14.3% peakbin 11.79pp · n=1 · 14.3% peak115.87ppbin 15.87pp · n=1 · 14.3% peakbin 15.87pp · n=1 · 14.3% 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=-0.37 · kurt=1.30 · near 23 / mid 1 / 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=-0.75)
μ MEAN84.02¢95% CI: [80.06¢, 87.98¢]
σ STD DEV10.11ppσ² = 102.145 · CV = 12.03%
med MEDIAN87.40¢Q₁ 75.95¢ · Q₃ 92.45¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 29.90pp · IQR 16.50pp (1.349σ→13.63pp)
min 64.00¢Q₁ 75.95¢med 87.40¢Q₃ 92.45¢max 93.90¢μ
SKEWNESS · G₁-0.748left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.959mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.33
σ × 1.349 ↔ IQRconsistent with normalratio = 0.83
range ↔ σconcentrated (range < 4σ)range / σ = 2.96
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) -0.33 + ADF rejected
ρ(1) AUTOCORR-0.335within white-noise band
ρ(2) AUTOCORR+0.114lag-2 not significant
H · HURST EXPONENT1.074strongly persistent
OLS TREND · t-STAT-2.958significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.074
H = 1.074STRONGLY 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=1-0.335k=2+0.114k=3-0.104k=4+0.129k=5-0.0850+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|=2.96)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.33 + 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|=2.96)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 ID2413560
SLUGus-x-iran-diplom…-319-585-646
CATEGORYUS x Iran diplomatic meeting by...?
TWO-SIDED PRICINGFAVOURS YES (89¢)
PRIMARY · YES89.05¢implied prob 89.05% · decimal odds 1.12×
COUNTER · NO10.95¢implied prob 10.95% · decimal odds 9.13×
89.05¢
10.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME225.15k USD 24h
LIQUIDITY33.50k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (89¢)|primary − counter| = 0.781 · entropy 0.498 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 89.0%NO 10.9%YES p̂89.0%H = 0.498 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.12×(89¢)NO9.13×(11¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.498 bits (50% 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 2026-06-21 00:00 UTC
2days
14hrs
03min
2.59 days·θ = 49.512 pp/day
YES →$1.00(P = 89.0%)
NO →$0.00(P = 11.0%)
current: $0.8905 · expected return per side: $0.11 on YES hit · $0.89 on NO hit
0%25%50%75%100%YES $1NO $0NOW+1.3dRESOLVESP projection · σ=10.11% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 49.512 pp/day
now2.59d left
49.512 pp/day×1.00
−25%1.94d left
57.172 pp/day×1.15
−50%1.29d left
70.021 pp/day×1.41
−75%15.51h left
99.025 pp/day×2.00
−90%6.21h left
156.572 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 17.90% · worst -22.80% · typical |Δ| 5.66%MILD BEARISH -4.70%BEST+17.90%21hWORST-22.80%15hTYPICAL |Δ|5.66%mean absoluteCUMULATIVE-4.70%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ -1.36% · Σ -9.55%EUROPE · 08-16 UTCμ -2.39% · Σ -19.15%US · 16-24 UTCμ +2.78% · Σ +22.20%CUMULATIVE Δ PATH · final -4.70%+0.15%-29.75%0.00% · 1h0.00% · 1h·1h-0.05% · 2h-0.05% · 2h-0.05%2h0.05% · 3h0.05% · 3h0.05%3h-0.05% · 4h-0.05% · 4h-0.05%4h-10.65% · 5h-10.65% · 5h-10.65%5h4.35% · 6h4.35% · 6h4.35%6h-3.20% · 7h-3.20% · 7h-3.20%7h9.70% · 8h9.70% · 8h9.70%8h-1.45% · 9h-1.45% · 9h-1.45%9h-1.00% · 10h-1.00% · 10h-1.00%10h-1.15% · 11h-1.15% · 11h-1.15%11h-7.25% · 12h-7.25% · 12h-7.25%12h-7.10% · 13h-7.10% · 13h-7.10%13h11.90% · 14h11.90% · 14h11.90%14h-22.80% · 15h-22.80% · 15h-22.80%15h▼ WORST7.30% · 16h7.30% · 16h7.30%16h-2.90% · 17h-2.90% · 17h-2.90%17h3.35% · 18h3.35% · 18h3.35%18h-8.80% · 19h-8.80% · 19h-8.80%19h2.65% · 20h2.65% · 20h2.65%20h17.90% · 21h17.90% · 21h17.90%21h★ BEST6.60% · 22h6.60% · 22h6.60%22h-3.90% · 23h-3.90% · 23h-3.90%23h1.80% · 24h1.80% · 24h1.80%24hTIME PATTERNUS-led (+22.20%)RUNSup max 3 · down max 5BREADTH42% up · 54% down · 4% flat
10 up bars · 13 down · best 17.90% · worst -22.80% · typical |Δ| 5.663%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -11.95%FINAL-11.95%MAX DD-30.24%RECOVERYONGOING · 23 barsMAX RUN-UP+0.00%UNDERWATER23/25 (92%)STREAK↗ 1EQUITY CURVE · end 0.8805 · peak 1.0000 · range [0.6976, 1.0000]1.00000.6976break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -30.24% · severe0%-30.24%▼ TROUGH -30.24%TOP DRAWDOWN PERIODS · 1 total#1 -30.24%bar 3-25 · 23 bars · ONGOINGDD SEVERITYsevere (max -30.24%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.8805 (-11.95%) · max DD -30.24% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-5.41 · σ=23.44UNPROFITABLE STRATEGYLAST 27.56 (+1.41σ vs μ)37.7318.870.00-18.87-37.73μ = -5.41-19.76-19.76-29.51-29.510.450.45-2.94-2.94-5.08-5.0823.1923.19-12.06-12.06-20.87-20.87-13.54-13.54-37.73-37.73-24.19-24.19-26.49-26.49-12.91-12.91-14.85-14.85-30.13-30.1333.4133.4132.4232.4230.2230.2227.5627.56v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 27.564 · range [-37.73, 33.41] · μ -5.411 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=801.8062 · σ=258.1886 · range [456.4458, 1174.9882] · R²=0.453▲ RISING +83.47%σ EXTREME 32.20%LAST 860.73921174.9882995.3526815.7170636.0814456.4458μ = 801.8062max 1174.9882min 456.4458dataMA(3)OLS R²=0.45μ lineμ ± σ bandmaxmin
latest 860.74% · range [456.45%, 1174.99%] · μ 801.81% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −15 (21% positive) · μ=-0.348 · σ=0.304MEAN-REVERSIONLAST 0.093 (+1.45σ vs μ)0.7390.3700.000-0.370-0.739μ = -0.348-0.464-0.464-0.567-0.567-0.382-0.382-0.440-0.440-0.421-0.421-0.528-0.528-0.191-0.1910.1660.166-0.164-0.164-0.518-0.518-0.729-0.729-0.718-0.718-0.739-0.739-0.675-0.675-0.442-0.442-0.068-0.0680.1120.1120.0560.0560.0930.093v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.093 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
4.3058
p-VALUE (log scale)
0.1161
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
4.4870
p-VALUE (log scale)
0.4830
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
-2.1561
p-VALUE (log scale)
0.2308
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
1.6061
p-VALUE (log scale)
0.1083
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (16 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4388
p-VALUE (log scale)
0.0604
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
-1.0244
p-VALUE (log scale)
0.3057
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.688 ≈ 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=7.64e-3 · top T=2.00h (31.5%) · top-3 cover 54.8%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.9e-22.2e-21.4e-27.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.58e-3 · 3.9% energyperiod 24.0 · power 3.58e-3 · 3.9% energyperiod 12.0 · power 6.70e-3 · 7.3% energyperiod 12.0 · power 6.70e-3 · 7.3% energyperiod 8.0 · power 5.40e-4 · 0.6% energyperiod 8.0 · power 5.40e-4 · 0.6% energyperiod 6.0 · power 3.83e-3 · 4.2% energyperiod 6.0 · power 3.83e-3 · 4.2% energyperiod 4.8 · power 5.41e-3 · 5.9% energyperiod 4.8 · power 5.41e-3 · 5.9% energyperiod 4.0 · power 5.78e-3 · 6.3% energyperiod 4.0 · power 5.78e-3 · 6.3% energyperiod 3.4 · power 1.02e-2 · 11.2% energyperiod 3.4 · power 1.02e-2 · 11.2% energyperiod 3.0 · power 4.97e-4 · 0.5% energyperiod 3.0 · power 4.97e-4 · 0.5% energyperiod 2.7 · power 1.11e-2 · 12.1% energyperiod 2.7 · power 1.11e-2 · 12.1% energyperiod 2.4 · power 1.01e-2 · 11.0% energyperiod 2.4 · power 1.01e-2 · 11.0% energyperiod 2.2 · power 5.00e-3 · 5.5% energyperiod 2.2 · power 5.00e-3 · 5.5% energyperiod 2.0 · power 2.89e-2 · 31.5% energyperiod 2.0 · power 2.89e-2 · 31.5% energy50% by T=2.7h#1 dominantT=2.00h#2T=2.67h#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 31.5% of total energy · Σ|X̂|²/n = 9.168e-2

▸ 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 2.6 d · σ/bar 0.638pp · expected |Δp| over horizon 5.03ppterminal variance p(1−p) = 0.0975 · n = 5000✓ n = 5000
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.638pp
one-bar volatility · logit-free
Per-day movedaily
3.13pp
σ × √24
Per-horizon move3d
5.03pp
σ × √62.052205
Terminal variancebinary
0.0975
p(1−p) at resolution
Current pricep
89.0¢
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 1.05pp · ES₉₅ 1.32pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.15pp · unique ratio 0.03✓ n = 5000
VaR 95%
1.05pp
1.645·σ (parametric) of Δp
ES 95%
1.32pp
mean of the tail
Max drawdown
37.8pp
peak 94.3¢ → trough 58.7¢
Median step
0.15pp
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
89.0%
= price
Decimal oddsEU
1.123
total return per $1
AmericanUS
-813
risk $813 to win $100
FractionalUK
0.12 / 1
profit per $1 risked
Profit per $100stake
+$12.30
clean dollar framing
-1000-5000+500+1000020406080100you · 89.0%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)
0.498 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.498 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.17 bit
self-information
Surprise · NO−log₂(1−p)
3.19 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
79583890070242200157717739598472543346007998738995044663998036638454036032453
NO token ID
43993596064522976781322610957531787679823076994644392815041883867948490187557
Snapshot fetched
2026-06-18 09:56:47 UTC
Snapshot age
4.3s
History points
25 CLOB mids
Page rendered
2026-06-18 09:56:52 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
05e857f303f29e5cb6efc693233537b26e7895c0f3fee72f2f75e92a7c7362c2 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.3¢HL PREDCanada76.0¢HL PREDSwitzerland62.5¢POLYMARKETWill Congo DR win the 2026 FIFA World Cup?0¢POLYMARKETWill Colombia win the 2026 FIFA World Cup?2¢POLYMARKETWill Croatia win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,158HL PERPHYPE-USD perpetual$71.91HL PERPETH-USD perpetual$1,745.2

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
0.890500
(best bid + best ask) / 2
Spread
213.4bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.688
bid-heavy
Imbalance (top-5)
-0.876
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-21-2026-631-919-131-645-654-454-281-531-319-585-646/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.900000106.68bp0.9000001FILLED
BUY$10.00K0.902414133.79bp0.93500010FILLED
BUY$100.00K0.952556696.86bp0.99900031PARTIAL
SELL$1.00K0.848296473.94bp0.8030007FILLED
SELL$10.00K0.7352481743.43bp0.61100025FILLED
SELL$100.00K0.1783777996.89bp0.00100081PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1088.30%
σ per bar = 0.008221
Mean return (annualised)
-1896.39%
μ per bar = -0.000011
Sharpe (rf=0)
-1.74
annualised; risk-free assumed zero
Max drawdown
37.77%
peak 0.94 → trough 0.59 over 2007 bars

/api/asset/pm-us-x-iran-diplomatic-meeting-by-june-21-2026-631-919-131-645-654-454-281-531-319-585-646/risk · same metrics, JSON