POLYMARKET · PREDICTION MARKET · US X IRAN PERMANENT PEACE DEAL BY...?
US x Iran permanent peace deal by August 31, 2026?
63.0¢
37.0¢
▸ Advanced metrics · M2M bundle
polymarket · us-x-iran-permanent-peace-deal-by-august-31-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ -8.03%
realized vol (ann.)
145.01%
max drawdown
14.18%
sharpe
—
ulcer index
6.57%
RMS drawdown
pain index
4.34%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
14.18%
cond. drawdown
gain/pain
0.54
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.54
upside/downside
roll spread
0.9 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-8.03%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -8.03%
Same bundle via M2M API:
/api/m2m/pm-us-x-iran-permanent-peace-deal-by-august-31-2026/bundle · venue execution: polymarket →LIVEPOLL0SRCFRESH⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST
▶ 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
63.0¢
NO · live
37.0¢
25 ticks · last 67.50¢
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.951 / 1.00 bits (95%) · max uncertainty (~50/50)
YES63.0%63.0¢1.59×▬ +0.00pp
NO37.0%37.0¢2.70×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Σ 2700bp moved · peak 400bp · n=24 ticks
8ms
63.00¢ (63.00%)
37.00¢ (37.00%)
100.00%
0.000pp
$102.1k
$181.0k
25 ticks (live)
§1 · 24h price history (YES + NO tokens)
25 YES observations from clob.polymarket.com · last 67.50¢
25 NO observations from clob.polymarket.com · last 32.50¢
§2 · Distribution of Δp
n=24
reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.
§3 · Sample moments
SAMPLE MOMENTS · N=25APPROXIMATELY NORMAL · WELL-BEHAVED
FIVE-NUMBER SUMMARY · BOX PLOT
SKEWNESS · G₁0.105approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂0.820mesokurtic · normal-like
−30+2+4+6
μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.
§5 · Time-series structure
TIME-SERIES STRUCTUREREGIME: MILD PERSISTENCE · ρ(1) 0.30
HURST EXPONENT [0, 1]
H = 0.951STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
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
MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%
TWO-SIDED PRICING
63.00¢
37.00¢
Σ-SIDES ARBITRAGE TEST
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.
§7 · Position sizing & edge analysis
FAIR MARKET · no edge
Probability scale (YES)
Implied decimal odds
YES1.59×(63¢)NO2.70×(37¢)
Kelly bet-size (% of bankroll) K* = 0.00%
Entropy H(p̂) = 0.951 bits (95% of max) · maximum uncertainty (~50/50)
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
⏱ URGENCY · DISTANTresolves 2026-08-31 00:00 UTC
77days
07hrs
44min
YES →$1.00
NO →$0.00
current: $0.6300 · expected return per side: $0.37 on YES hit · $0.63 on NO hit
Theta progression · θ ∝ σ / √t_remainingθ_now = 14.606 pp/day
now77.32d left14.606 pp/day×1.00
−25%57.99d left16.866 pp/day×1.15
−50%38.66d left20.656 pp/day×1.41
−75%19.33d left29.212 pp/day×2.00
−90%7.73d left46.189 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
6 up bars · 10 down · best 4.00% · worst -3.50% · typical |Δ| 1.125%
§10 · Equity curve & underwater drawdown
final equity 0.9110 (-8.90%) · max DD -13.27% · time-under-water 24/25 bars
§11 · Rolling-window statistics (w = 6 bars)
latest -14.909 · range [-87.81, 38.21] · μ -16.536 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
latest 244.81% · range [46.01%, 244.81%] · μ 108.86% · σ̂ scaled to annualised (×√8760)
latest 0.338 · |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)
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
Jarque-Bera
FAIL TO REJECTnsH₀: Δp ~ Normal(μ, σ²)
STATISTIC
2.2766
p-VALUE (log scale)
0.3204
Ljung-Box(h=5)
FAIL TO REJECTnsH₀: No serial autocorrelation up to lag 5
STATISTIC
6.8734
p-VALUE (log scale)
0.2292
Dickey-Fuller (τ_μ)
REJECT H₀*H₀: p has a unit root (non-stationary)
STATISTIC
-3.0897
p-VALUE (log scale)
0.0279
Wald-Wolfowitz runs
FAIL TO REJECTnsH₀: Sign sequence of Δ is random
STATISTIC
-0.2774
p-VALUE (log scale)
0.7815
KPSS (μ stationarity)
REJECT H₀*H₀: p IS level-stationary
STATISTIC
0.5596
p-VALUE (log scale)
0.0282
Variance ratio q=3
FAIL TO REJECTnsH₀: Δp is a random walk · VR = 1
STATISTIC
0.0933
p-VALUE (log scale)
0.9257
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)
dominant period ≈ 8.00h (freq 0.125) · concentrates 20.5% of total energy · Σ|X̂|²/n = 3.258e-3
▸ Depth section using sovereign-store price series (3847 bars · effective 1752908 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
Horizon 77.3 d · σ/bar 0.093pp · expected |Δp| over horizon 4.01ppterminal variance p(1−p) = 0.2331 · n = 3847✓ n = 3847
μ per bar
-0.001pp
average Δp · drift
σ per bar
0.093pp
one-bar volatility · logit-free
Per-day movedaily
0.46pp
σ × √24
Per-horizon move77d
4.01pp
σ × √1855.7416947222223
Terminal variancebinary
0.2331
p(1−p) at resolution
Current pricep
63.0¢
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
VaR₉₅ 0.15pp · ES₉₅ 0.19pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 1.00pp · unique ratio 0.00✓ n = 3847
VaR 95%
0.15pp
1.645·σ (parametric) of Δp
ES 95%
0.19pp
mean of the tail
Max drawdown
14.2pp
peak 70.5¢ → trough 60.5¢
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
Implied probabilityP
63.0%
= price
Decimal oddsEU
1.587
total return per $1
AmericanUS
-170
risk $170 to win $100
FractionalUK
0.59 / 1
profit per $1 risked
Profit per $100stake
+$58.73
clean dollar framing
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
Market entropyH(p)
0.951 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.951 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.67 bit
self-information
Surprise · NO−log₂(1−p)
1.43 bit
self-information
Market entropy only — model entropy requires an external q.
§19 · Model-dependent surfaces
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
18350166227701937595781661497315771588029127293300032980353664093725965421470- NO token ID
111620990270843725584626268463694118257247411716640525160088443769687154332947- Snapshot fetched
- 2026-06-14 16:15:29 UTC
- Snapshot age
- 8ms
- History points
- 25 CLOB mids
- Page rendered
- 2026-06-14 16:15:29 UTC
- Storage policy
- no persistence — fetched on every request
- SHA-256 attestation
238ed0ddddddb7239396dc2439e94041b3c120455693b907d0e4adea052206fd· deterministic hash of source snapshot- Open data licence
- CC0 / public domain
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Also see: /arb opportunities · RSS feed · more in US x Iran permanent peace deal by...?
Market depth
▸ live order book · Polymarket YESDepth 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
0.670000
(best bid + best ask) / 2
Spread
298.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.782
bid-heavy
Imbalance (top-5)
-0.127
ask-heavy top-of-book
Slippage scenarios
▸ live book walk · Polymarket YESSimulating 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-permanent-peace-deal-by-august-31-2026/slippage?size=10000&side=buy
| Side | Notional | Avg fill | Slippage | Worst fill | Levels | Status |
|---|---|---|---|---|---|---|
| BUY | $1.00K | 0.683026 | 194.42bp | 0.690000 | 2 | FILLED |
| BUY | $10.00K | 0.730794 | 907.38bp | 0.790000 | 10 | FILLED |
| BUY | $100.00K | 0.861120 | 2852.53bp | 0.920000 | 23 | FILLED |
| SELL | $1.00K | 0.649938 | 299.44bp | 0.640000 | 3 | FILLED |
| SELL | $10.00K | 0.613081 | 849.54bp | 0.590000 | 8 | FILLED |
| SELL | $100.00K | 0.306516 | 5425.14bp | 0.120000 | 52 | FILLED |
Risk metrics
▸ sovereign store · 3,847 barsperiods/year ≈ 1.75MRealized vol (annualised)
188.35%
σ per bar = 0.001423
Mean return (annualised)
-3814.79%
μ per bar = -0.000022
Sharpe (rf=0)
-20.25
annualised; risk-free assumed zero
Max drawdown
14.18%
peak 0.70 → trough 0.60 over 795 bars
/api/asset/pm-us-x-iran-permanent-peace-deal-by-august-31-2026/risk · same metrics, JSON