POLYMARKET · PREDICTION MARKET · US X IRAN PERMANENT PEACE DEAL BY...?

US x Iran permanent peace deal by July 31, 2026?

YES · live
53.5¢
NO · live
46.5¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-permanent-peace-deal-by-july-31-2026-831-252 · fresh · feed 0s old
realized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
—
mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
  • insufficient history for risk metrics — directional read only
Same bundle via M2M API: /api/m2m/pm-us-x-iran-permanent-peace-deal-by-july-31-2026-831-252/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH17ms⏱--:--:-- 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
53.5¢
NO · live
46.5¢
YES price · live 24h
n=25 · μ=0.5916 · σ=0.0357 · range [0.5150, 0.6250] · R²=0.370▼ FALLING -8.40%σ HIGH 6.04%LAST 0.54500.62500.59750.57000.54250.5150μ = 0.5916max 0.6250min 0.5150dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 54.50¢
YES / NO split · live
YES 53.5%NO 46.5%YES53.5%53.50¢ · odds 1/1.87
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.996 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
53.5%53.5¢1.87×▬ +0.00pp
NO
46.5%46.5¢2.15×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=4,000 · μ=166.7 · σ=169.8 · CV=1.02BURSTYcumulative energy ↗ · 50% by h=160162325487650μ = 16765050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4000bp moved · peak 650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
17ms
▲YES mid
53.50¢ (53.50%)
▼NO mid
46.50¢ (46.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$221.2k
≋liquidity $
$220.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5916 · σ=0.0357 · range [0.5150, 0.6250] · R²=0.370▼ FALLING -8.40%σ HIGH 6.04%LAST 0.54500.62500.59750.57000.54250.5150μ = 0.5916max 0.6250min 0.5150dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 54.50¢
NO price · CLOB mid
n=25 · μ=0.4084 · σ=0.0357 · range [0.3750, 0.4850] · R²=0.370▲ RISING +12.35%σ HIGH 8.75%LAST 0.45500.48500.45750.43000.40250.3750μ = 0.4084max 0.4850min 0.3750dataMA(5)OLS R²=0.37μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 45.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0037 · σ=0.0234 · skew=0.42 (symmetric) · kurt=0.76 (mesokurtic)864201-5.37ppbin -5.37pp · n=1 · 12.5% peakbin -5.37pp · n=1 · 12.5% peak1-4.12ppbin -4.12pp · n=1 · 12.5% peakbin -4.12pp · n=1 · 12.5% peak1-2.87ppbin -2.87pp · n=1 · 12.5% peakbin -2.87pp · n=1 · 12.5% peak8-1.62ppbin -1.62pp · n=8 · 100.0% peakbin -1.62pp · n=8 · 100.0% peak4-0.37ppbin -0.37pp · n=4 · 50.0% peakbin -0.37pp · n=4 · 50.0% peak50.87ppbin 0.87pp · n=5 · 62.5% peakbin 0.87pp · n=5 · 62.5% peak22.12ppbin 2.12pp · n=2 · 25.0% peakbin 2.12pp · n=2 · 25.0% peak13.37ppbin 3.37pp · n=1 · 12.5% peakbin 3.37pp · n=1 · 12.5% peak4.62pp15.87ppbin 5.87pp · n=1 · 12.5% peakbin 5.87pp · n=1 · 12.5% 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=0.33 · kurt=1.85 · near 18 / mid 6 / far 0 · OLS slope=0.99 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=-0.92)
μ MEAN59.16¢95% CI: [57.76¢, 60.56¢]
σ STD DEV3.57ppσ² = 12.765 · CV = 6.04%
med MEDIAN60.50¢Q₁ 56.50¢ · Q₃ 61.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 11.00pp · IQR 5.00pp (1.349σ→4.82pp)
min 51.50¢Q₁ 56.50¢med 60.50¢Q₃ 61.50¢max 62.50¢μ
SKEWNESS · G₁-0.916left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.776mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.38
σ × 1.349 ↔ IQRconsistent with normalratio = 0.96
range ↔ σconcentrated (range < 4σ)range / σ = 3.08
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: MILD PERSISTENCE · ρ(1) 0.24
ρ(1) AUTOCORR+0.242within white-noise band
ρ(2) AUTOCORR-0.181lag-2 not significant
H · HURST EXPONENT0.552persistent
OLS TREND · t-STAT-3.677significant @ α=0.05
HURST EXPONENT [0, 1]persistent · H = 0.552
H = 0.552PERSISTENT
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+0.242k=2-0.181k=3-0.197k=4-0.399k=5-0.3030+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|=3.68)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMILD PERSISTENCE · ρ(1) 0.24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.35moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.68)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 ID2270338
SLUGus-x-iran-permanent-peace-deal-by-july-31-2026-831-252
CATEGORYUS x Iran permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS YES (54¢)
PRIMARY · YES53.50¢implied prob 53.50% · decimal odds 1.87×
COUNTER · NO46.50¢implied prob 46.50% · decimal odds 2.15×
53.50¢
46.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME221.24k USD 24h
LIQUIDITY220.36k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (54¢)|primary − counter| = 0.070 · entropy 0.996 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 53.5%NO 46.5%YES p̂53.5%H = 0.996 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.87×(54¢)NO2.15×(47¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.996 bits (100% of max) · maximum uncertainty (~50/50)
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 · DISTANTresolves 2026-07-31 00:00 UTC
46days
04hrs
35min
46.19 days·θ = 17.503 pp/day
YES →$1.00(P = 53.5%)
NO →$0.00(P = 46.5%)
current: $0.5350 · expected return per side: $0.46 on YES hit · $0.54 on NO hit
0%25%50%75%100%YES $1NO $0NOW+23.1dRESOLVESP projection · σ=3.57% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 17.503 pp/day
now46.19d left
17.503 pp/day×1.00
−25%34.64d left
20.211 pp/day×1.15
−50%23.10d left
24.753 pp/day×1.41
−75%11.55d left
35.006 pp/day×2.00
−90%4.62d left
55.350 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 6.50% · worst -6.00% · typical |Δ| 1.67%BEARISH SESSION -5.00%BEST+6.50%21hWORST-6.00%16hTYPICAL |Δ|1.67%mean absoluteCUMULATIVE-5.00%Σ signed ΔSTREAK↘ 3down-runASIA · 00-08 UTCμ +0.43% · Σ +3.00%EUROPE · 08-16 UTCμ -0.25% · Σ -2.00%US · 16-24 UTCμ -0.50% · Σ -4.00%CUMULATIVE Δ PATH · final -5.00%+3.00%-8.00%3.00% · 1h3.00% · 1h3.00%1h-1.00% · 2h-1.00% · 2h-1.00%2h-1.00% · 3h-1.00% · 3h-1.00%3h0.00% · 4h0.00% · 4h·4h1.00% · 5h1.00% · 5h1.00%5h0.00% · 6h0.00% · 6h·6h1.00% · 7h1.00% · 7h1.00%7h0.00% · 8h0.00% · 8h·8h-1.00% · 9h-1.00% · 9h-1.00%9h-0.50% · 10h-0.50% · 10h-0.50%10h-1.50% · 11h-1.50% · 11h-1.50%11h2.50% · 12h2.50% · 12h2.50%12h0.50% · 13h0.50% · 13h0.50%13h-1.00% · 14h-1.00% · 14h-1.00%14h-1.00% · 15h-1.00% · 15h-1.00%15h-6.00% · 16h-6.00% · 16h-6.00%16h▼ WORST-3.00% · 17h-3.00% · 17h-3.00%17h1.00% · 18h1.00% · 18h1.00%18h0.50% · 19h0.50% · 19h0.50%19h1.50% · 20h1.50% · 20h1.50%20h6.50% · 21h6.50% · 21h6.50%21h★ BEST-1.00% · 22h-1.00% · 22h-1.00%22h-3.50% · 23h-3.50% · 23h-3.50%23h-2.00% · 24h-2.00% · 24h-2.00%24hTIME PATTERNAsia-led (+3.00%)RUNSup max 4 · down max 4BREADTH38% up · 50% down · 13% flat
9 up bars · 12 down · best 6.50% · worst -6.00% · typical |Δ| 1.667%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.51%FINAL-5.51%MAX DD-10.70%RECOVERYONGOING · 23 barsMAX RUN-UP+3.00%UNDERWATER23/25 (92%)STREAK↘ 3EQUITY CURVE · end 0.9449 · peak 1.0300 · range [0.9198, 1.0300]1.03000.9198break-even = 1★ PEAK 1.0300UNDERWATER DRAWDOWN · max -10.70% · significant0%-10.70%▼ TROUGH -10.70%TOP DRAWDOWN PERIODS · 1 total#1 -10.70%bar 3-25 · 23 bars · ONGOINGDD SEVERITYsignificant (max -10.70%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9449 (-5.51%) · max DD -10.70% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −8 (47% positive) · μ=-7.89 · σ=28.14MIXED EDGELAST 8.91 (+0.60σ vs μ)57.5028.750.00-28.75-57.50μ = -7.8920.7220.720.000.0020.7220.7220.7220.729.749.74-35.63-35.635.335.330.000.00-10.60-10.60-10.60-10.60-35.98-35.98-42.64-42.64-57.50-57.50-57.50-57.50-37.98-37.981.831.8326.9426.9423.5523.558.918.91v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 8.908 · range [-57.50, 26.94] · μ -7.893 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=194.2638 · σ=103.0147 · range [70.4557, 398.6490] · R²=0.809▲ RISING +132.63%σ EXTREME 53.03%LAST 327.8048398.6490316.6006234.5523152.504070.4557μ = 194.2638max 398.6490min 70.4557dataMA(3)OLS R²=0.81μ lineμ ± σ bandmaxmin
latest 327.80% · range [70.46%, 398.65%] · μ 194.26% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +11 / −8 (58% positive) · μ=0.050 · σ=0.189CLOSE TO MARTINGALELAST 0.216 (+0.88σ vs μ)0.3260.1630.000-0.163-0.326μ = 0.050-0.157-0.1570.2500.250-0.127-0.127-0.127-0.1270.1540.1540.2540.254-0.211-0.211-0.125-0.125-0.149-0.149-0.110-0.1100.0980.0980.3260.3260.0470.0470.1730.1730.2940.2940.2870.287-0.159-0.1590.0190.0190.2160.216v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.216 · |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
7.2754
p-VALUE (log scale)
0.0263
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
11.6645
p-VALUE (log scale)
0.0393
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
-1.3831
p-VALUE (log scale)
0.5890
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
-1.5036
p-VALUE (log scale)
0.1327
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (8 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4986
p-VALUE (log scale)
0.0420
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
0.6291
p-VALUE (log scale)
0.5293
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.191 ≈ 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=5.61e-4 · top T=8.00h (24.3%) · top-3 cover 56.0%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)1.6e-31.2e-38.2e-44.1e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.73e-4 · 2.6% energyperiod 24.0 · power 1.73e-4 · 2.6% energyperiod 12.0 · power 5.96e-4 · 8.9% energyperiod 12.0 · power 5.96e-4 · 8.9% energyperiod 8.0 · power 1.63e-3 · 24.3% energyperiod 8.0 · power 1.63e-3 · 24.3% energyperiod 6.0 · power 1.13e-3 · 16.8% energyperiod 6.0 · power 1.13e-3 · 16.8% energyperiod 4.8 · power 1.77e-4 · 2.6% energyperiod 4.8 · power 1.77e-4 · 2.6% energyperiod 4.0 · power 6.60e-4 · 9.8% energyperiod 4.0 · power 6.60e-4 · 9.8% energyperiod 3.4 · power 1.01e-3 · 14.9% energyperiod 3.4 · power 1.01e-3 · 14.9% energyperiod 3.0 · power 4.95e-4 · 7.4% energyperiod 3.0 · power 4.95e-4 · 7.4% energyperiod 2.7 · power 2.80e-4 · 4.2% energyperiod 2.7 · power 2.80e-4 · 4.2% energyperiod 2.4 · power 1.86e-5 · 0.3% energyperiod 2.4 · power 1.86e-5 · 0.3% energyperiod 2.2 · power 2.94e-4 · 4.4% energyperiod 2.2 · power 2.94e-4 · 4.4% energyperiod 2.0 · power 2.67e-4 · 4.0% energyperiod 2.0 · power 2.67e-4 · 4.0% energy50% by T=6.0h#1 dominantT=8.00h#2T=6.00h#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 ≈ 8.00h (freq 0.125) · concentrates 24.3% of total energy · Σ|X̂|²/n = 6.731e-3

§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 46.2 d · σ/bar 2.395pp · expected |Δp| over horizon 79.75ppterminal variance p(1−p) = 0.2480 · n = 25⚠ low confidence · n < 100
μ per bar
-0.208pp
average Δp · drift
σ per bar
2.395pp
one-bar volatility · logit-free
Per-day movedaily
11.73pp
σ × √24
Per-horizon move46d
79.75pp
σ × √1108.5994319444444
Terminal variancebinary
0.2480
p(1−p) at resolution
Current pricep
54.5¢
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 4.15pp · ES₉₅ 5.15pp · method parametric · drift-correcteddrift -0.208pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.48⊘ disabled · n < 30
VaR 95%
4.15pp
1.645·σ (parametric) of Δp
ES 95%
5.15pp
mean of the tail
Max drawdown
17.6pp
peak 62.5¢ → trough 51.5¢
Median step
0.50pp
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
53.5%
= price
Decimal oddsEU
1.869
total return per $1
AmericanUS
-115
risk $115 to win $100
FractionalUK
0.87 / 1
profit per $1 risked
Profit per $100stake
+$86.92
clean dollar framing
-1000-5000+500+1000020406080100you · 53.5%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)
0.996 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.996 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.90 bit
self-information
Surprise · NO−log₂(1−p)
1.10 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
99566541619640652317512639709808184120400767516277184685355777020179304540844
NO token ID
28291496839879254326626786894419520677254800246510983988977971845743573275150
Snapshot fetched
2026-06-14 19:24:02 UTC
Snapshot age
17ms
History points
25 CLOB mids
Page rendered
2026-06-14 19:24:02 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
01e663957be6d5e5eed21d85d14bc733a58c99fbc93db816b8f0511c8e833c3f · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany100.0¢HL PREDSpain89.6¢HL PREDUruguay66.9¢POLYMARKETWill Curaçao win on 2026-06-14?0¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,788HL PERPETH-USD perpetual$1,666.3HL PERPHYPE-USD perpetual$60.44

Also see: /arb opportunities · RSS feed · more in US x Iran permanent peace deal 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
0.545000
(best bid + best ask) / 2
Spread
183.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.644
bid-heavy
Imbalance (top-5)
-0.266
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-permanent-peace-deal-by-july-31-2026-831-252/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.55000091.74bp0.5500001FILLED
BUY$10.00K0.573980531.73bp0.5900005FILLED
BUY$100.00K0.7638884016.29bp0.87000033FILLED
SELL$1.00K0.531062255.74bp0.5300002FILLED
SELL$10.00K0.499677831.61bp0.4700008FILLED
SELL$100.00K0.2534395349.73bp0.10000044FILLED

Risk metrics

▸ upstream candles · 25 bars
Realized vol (annualised)
—
σ per bar = 0.041506
Mean return (annualised)
—
μ per bar = -0.003657
Sharpe (rf=0)
—
annualised; risk-free assumed zero
Max drawdown
17.60%
peak 0.63 → trough 0.52 over 16 bars

/api/asset/pm-us-x-iran-permanent-peace-deal-by-july-31-2026-831-252/risk · same metrics, JSON