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

US x Iran permanent peace deal by June 15, 2026?

YES · live
12.2¢
NO · live
87.9¢

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-permanent-peace-deal-by-june-15-2026-734-856-129 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
250.82%
max drawdown
59.77%
sharpe
—
ulcer index
21.75%
RMS drawdown
pain index
12.80%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
58.95%
cond. drawdown
gain/pain
0.55
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.55
upside/downside
roll spread
5.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-us-x-iran-permanent-peace-deal-by-june-15-2026-734-856-129/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4ms⏱--:--:-- 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
12.2¢
NO · live
87.9¢
YES price · live 24h
n=25 · μ=0.2355 · σ=0.0536 · range [0.0960, 0.3655] · R²=0.194▼ FALLING -22.74%σ EXTREME 22.78%LAST 0.12400.36550.29810.23080.16340.0960μ = 0.2355max 0.3655min 0.0960dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 12.40¢
YES / NO split · live
YES 12.2%NO 87.9%NO87.9%87.85¢ · odds 1/1.14
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.534 / 1.00 bits (53%) · moderate uncertainty
YES
12.2%12.2¢8.23×▬ +0.00pp
NO
87.9%87.9¢1.14×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=6,755 · μ=281.5 · σ=286.8 · CV=1.02BURSTY · concentratedcumulative energy ↗ · 50% by h=903006009001,200μ = 2811,20050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 6755bp moved · peak 1200bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4ms
▲YES mid
12.15¢ (12.15%)
▼NO mid
87.85¢ (87.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$6.1M
≋liquidity $
$433.3k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.2355 · σ=0.0536 · range [0.0960, 0.3655] · R²=0.194▼ FALLING -22.74%σ EXTREME 22.78%LAST 0.12400.36550.29810.23080.16340.0960μ = 0.2355max 0.3655min 0.0960dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 12.40¢
NO price · CLOB mid
n=25 · μ=0.7644 · σ=0.0537 · range [0.6345, 0.9040] · R²=0.193▲ RISING +4.35%σ HIGH 7.02%LAST 0.87600.90400.83660.76920.70190.6345μ = 0.7644max 0.9040min 0.6345dataMA(5)OLS R²=0.19μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 87.60¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0023 · σ=0.0385 · skew=0.61 (right-skewed) · kurt=1.25 (leptokurtic (fat tails))653202-7.09ppbin -7.09pp · n=2 · 33.3% peakbin -7.09pp · n=2 · 33.3% peak1-5.08ppbin -5.08pp · n=1 · 16.7% peakbin -5.08pp · n=1 · 16.7% peak4-3.07ppbin -3.07pp · n=4 · 66.7% peakbin -3.07pp · n=4 · 66.7% peak6-1.06ppbin -1.06pp · n=6 · 100.0% peakbin -1.06pp · n=6 · 100.0% peak50.95ppbin 0.95pp · n=5 · 83.3% peakbin 0.95pp · n=5 · 83.3% peak42.96ppbin 2.96pp · n=4 · 66.7% peakbin 2.96pp · n=4 · 66.7% peak14.96ppbin 4.96pp · n=1 · 16.7% peakbin 4.96pp · n=1 · 16.7% peak6.98pp8.99pp111.00ppbin 11.00pp · n=1 · 16.7% peakbin 11.00pp · n=1 · 16.7% 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=0.67 · kurt=2.01 · near 21 / mid 2 / far 1 · OLS slope=0.99 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=-0.57)
μ MEAN23.55¢95% CI: [21.45¢, 25.65¢]
σ STD DEV5.36ppσ² = 28.777 · CV = 22.78%
med MEDIAN24.35¢Q₁ 22.90¢ · Q₃ 26.05¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 26.95pp · IQR 3.15pp (1.349σ→7.24pp)
min 9.60¢Q₁ 22.90¢med 24.35¢Q₃ 26.05¢max 36.55¢μ
SKEWNESS · G₁-0.573left-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂1.257leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.15
σ × 1.349 ↔ IQRdiverges from normalratio = 2.30
range ↔ σwide tails (range > 4σ)range / σ = 5.02
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+0.084within white-noise band
ρ(2) AUTOCORR-0.020lag-2 not significant
H · HURST EXPONENT0.875strongly persistent
OLS TREND · t-STAT-2.353significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.875
H = 0.875STRONGLY 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+0.084k=2-0.020k=3-0.188k=4-0.044k=5-0.0430+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|=2.35)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.83very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 5% (|t|=2.35)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 ID2270330
SLUGus-x-iran-perman…-734-856-129
CATEGORYUS x Iran permanent peace deal by...?
TWO-SIDED PRICINGFAVOURS NO (88¢)
PRIMARY · YES12.15¢implied prob 12.15% · decimal odds 8.23×
COUNTER · NO87.85¢implied prob 87.85% · decimal odds 1.14×
12.15¢
87.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME6.13M USD 24h
LIQUIDITY433.32k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (88¢)|primary − counter| = 0.757 · entropy 0.534 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 12.2%NO 87.9%YES p̂12.2%H = 0.534 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES8.23×(12¢)NO1.14×(88¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.534 bits (53% of max) · moderate 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 · HIGHresolves 2026-06-15 00:00 UTC
0days
10hrs
12min
10.2 hours·θ = 26.280 pp/day
YES →$1.00(P = 12.2%)
NO →$0.00(P = 87.9%)
current: $0.1215 · expected return per side: $0.88 on YES hit · $0.12 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.1hRESOLVESP projection · σ=5.36% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 26.280 pp/day
now10.21h left
26.280 pp/day×1.00
−25%7.66h left
30.346 pp/day×1.15
−50%5.10h left
37.166 pp/day×1.41
−75%2.55h left
52.560 pp/day×2.00
−90%1.02h left
83.105 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 12.00% · worst -8.10% · typical |Δ| 2.81%MILD BEARISH -3.65%BEST+12.00%3hWORST-8.10%23hTYPICAL |Δ|2.81%mean absoluteCUMULATIVE-3.65%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +1.49% · Σ +10.40%EUROPE · 08-16 UTCμ -0.28% · Σ -2.25%US · 16-24 UTCμ -1.82% · Σ -14.60%CUMULATIVE Δ PATH · final -3.65%+20.50%-6.45%3.65% · 1h3.65% · 1h3.65%1h4.85% · 2h4.85% · 2h4.85%2h12.00% · 3h12.00% · 3h12.00%3h★ BEST-7.10% · 4h-7.10% · 4h-7.10%4h-2.30% · 5h-2.30% · 5h-2.30%5h-1.10% · 6h-1.10% · 6h-1.10%6h0.40% · 7h0.40% · 7h0.40%7h-1.60% · 8h-1.60% · 8h-1.60%8h-1.00% · 9h-1.00% · 9h-1.00%9h0.50% · 10h0.50% · 10h0.50%10h-0.25% · 11h-0.25% · 11h-0.25%11h2.65% · 12h2.65% · 12h2.65%12h-0.40% · 13h-0.40% · 13h-0.40%13h-2.70% · 14h-2.70% · 14h-2.70%14h0.55% · 15h0.55% · 15h0.55%15h-2.10% · 16h-2.10% · 16h-2.10%16h2.10% · 17h2.10% · 17h2.10%17h0.95% · 18h0.95% · 18h0.95%18h-0.60% · 19h-0.60% · 19h-0.60%19h1.50% · 20h1.50% · 20h1.50%20h-3.15% · 21h-3.15% · 21h-3.15%21h-5.20% · 22h-5.20% · 22h-5.20%22h-8.10% · 23h-8.10% · 23h-8.10%23h▼ WORST2.80% · 24h2.80% · 24h2.80%24hTIME PATTERNAsia-led (+10.40%)RUNSup max 3 · down max 3BREADTH46% up · 54% down
11 up bars · 13 down · best 12.00% · worst -8.10% · typical |Δ| 2.815%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -5.38%FINAL-5.38%MAX DD-24.38%RECOVERYONGOING · 21 barsMAX RUN-UP+21.72%UNDERWATER21/25 (84%)STREAK↗ 1EQUITY CURVE · end 0.9462 · peak 1.2172 · range [0.9205, 1.2172]1.21720.9205break-even = 1★ PEAK 1.2172UNDERWATER DRAWDOWN · max -24.38% · severe0%-24.38%▼ TROUGH -24.38%TOP DRAWDOWN PERIODS · 1 total#1 -24.38%bar 5-25 · 21 bars · ONGOINGDD SEVERITYsevere (max -24.38%)RECOVERYongoing · 21 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9462 (-5.38%) · max DD -24.38% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=-17.28 · σ=31.03MIXED EDGELAST -47.98 (-0.99σ vs μ)76.2538.130.00-38.13-76.25μ = -17.2823.4623.4615.9815.980.730.73-76.25-76.25-71.82-71.82-55.37-55.377.377.37-1.05-1.05-10.62-10.623.153.15-18.29-18.290.720.72-13.52-13.52-15.17-15.1724.5024.50-9.67-9.67-23.78-23.78-60.63-60.63-47.98-47.98v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -47.976 · range [-76.25, 24.50] · μ -17.275 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=260.3559 · σ=173.9223 · range [80.4272, 622.3719] · R²=0.116▼ FALLING -37.66%σ EXTREME 66.80%LAST 388.0041622.3719486.8857351.3995215.913380.4272μ = 260.3559max 622.3719min 80.4272dataMA(3)OLS R²=0.12μ lineμ ± σ bandmaxmin
latest 388.00% · range [80.43%, 622.37%] · μ 260.36% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.121 · σ=0.221MEAN-REVERSIONLAST -0.071 (+0.23σ vs μ)0.4570.2290.000-0.229-0.457μ = -0.121-0.025-0.025-0.053-0.053-0.329-0.3290.1530.153-0.159-0.159-0.332-0.332-0.006-0.006-0.065-0.065-0.052-0.052-0.147-0.147-0.184-0.184-0.295-0.295-0.271-0.271-0.307-0.307-0.457-0.457-0.355-0.3550.2570.2570.4000.400-0.071-0.071v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.071 · |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
9.8974
p-VALUE (log scale)
0.0071
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
1.3798
p-VALUE (log scale)
0.9257
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
-1.6614
p-VALUE (log scale)
0.4565
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
0.8760
p-VALUE (log scale)
0.3810
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (15 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.3389
p-VALUE (log scale)
0.1141
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
0.2545
p-VALUE (log scale)
0.7991
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.077 ≈ 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=1.59e-3 · top T=8.00h (28.1%) · top-3 cover 57.2%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.4e-34.0e-32.7e-31.3e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 2.25e-4 · 1.2% energyperiod 24.0 · power 2.25e-4 · 1.2% energyperiod 12.0 · power 1.86e-3 · 9.7% energyperiod 12.0 · power 1.86e-3 · 9.7% energyperiod 8.0 · power 5.37e-3 · 28.1% energyperiod 8.0 · power 5.37e-3 · 28.1% energyperiod 6.0 · power 2.37e-3 · 12.4% energyperiod 6.0 · power 2.37e-3 · 12.4% energyperiod 4.8 · power 1.62e-3 · 8.5% energyperiod 4.8 · power 1.62e-3 · 8.5% energyperiod 4.0 · power 1.14e-4 · 0.6% energyperiod 4.0 · power 1.14e-4 · 0.6% energyperiod 3.4 · power 9.16e-4 · 4.8% energyperiod 3.4 · power 9.16e-4 · 4.8% energyperiod 3.0 · power 2.15e-3 · 11.2% energyperiod 3.0 · power 2.15e-3 · 11.2% energyperiod 2.7 · power 3.44e-4 · 1.8% energyperiod 2.7 · power 3.44e-4 · 1.8% energyperiod 2.4 · power 3.20e-3 · 16.7% energyperiod 2.4 · power 3.20e-3 · 16.7% energyperiod 2.2 · power 5.87e-4 · 3.1% energyperiod 2.2 · power 5.87e-4 · 3.1% energyperiod 2.0 · power 3.72e-4 · 1.9% energyperiod 2.0 · power 3.72e-4 · 1.9% energy50% by T=6.0h#1 dominantT=8.00h#2T=2.40h#3T=6.00hT=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 28.1% of total energy · Σ|X̂|²/n = 1.912e-2

▸ Depth section using sovereign-store price series (3356 bars · effective 1752810 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 0.4 d · σ/bar 0.168pp · expected |Δp| over horizon 0.54ppterminal variance p(1−p) = 0.1045 · n = 3356✓ n = 3356
μ per bar
-0.004pp
average Δp · drift
σ per bar
0.168pp
one-bar volatility · logit-free
Per-day movedaily
0.82pp
σ × √24
Per-horizon move0d
0.54pp
σ × √10.209265277777778
Terminal variancebinary
0.1045
p(1−p) at resolution
Current pricep
11.8¢
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 0.28pp · ES₉₅ 0.35pp · method parametric · drift-correcteddrift -0.004pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 3356
VaR 95%
0.28pp
1.645·σ (parametric) of Δp
ES 95%
0.35pp
mean of the tail
Max drawdown
61.2pp
peak 27.6¢ → trough 10.7¢
Median step
0.10pp
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
12.2%
= price
Decimal oddsEU
8.230
total return per $1
AmericanUS
+723
$100 wins $723
FractionalUK
7.23 / 1
profit per $1 risked
Profit per $100stake
+$723.05
clean dollar framing
-1000-5000+500+1000020406080100you · 12.2%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)
0.534 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.534 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.04 bit
self-information
Surprise · NO−log₂(1−p)
0.19 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
5904694069529905826680225678119990013628860098514322777023141327768111791078
NO token ID
59855952379545476461266875939089074481171378466995213858930892770855011813551
Snapshot fetched
2026-06-14 13:47:26 UTC
Snapshot age
4ms
History points
25 CLOB mids
Page rendered
2026-06-14 13:47:26 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
01e6f6b067a7a58bb267486617dddc549907c6501d2d3b2cf2a4a0f0a986bf33 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.1¢HL PREDSpain90.3¢HL PREDUruguay66.7¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,316.5HL PERPETH-USD perpetual$1,666.05HL PERPHYPE-USD perpetual$61.19

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
0.121500
(best bid + best ask) / 2
Spread
576.1bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.087
ask-heavy
Imbalance (top-5)
+0.426
bid-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-june-15-2026-734-856-129/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.128580582.70bp0.1310005FILLED
BUY$10.00K0.1570772928.11bp0.19700033FILLED
BUY$100.00K0.34287718220.35bp0.550000148FILLED
SELL$1.00K0.117852300.23bp0.1170002FILLED
SELL$10.00K0.0981411922.57bp0.08300023FILLED
SELL$100.00K0.0118229026.99bp0.00100092PARTIAL

Risk metrics

▸ sovereign store · 3,356 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1100.37%
σ per bar = 0.008311
Mean return (annualised)
-41452.61%
μ per bar = -0.000236
Sharpe (rf=0)
-37.67
annualised; risk-free assumed zero
Max drawdown
61.23%
peak 0.28 → trough 0.11 over 3196 bars

/api/asset/pm-us-x-iran-permanent-peace-deal-by-june-15-2026-734-856-129/risk · same metrics, JSON