POLYMARKET · PREDICTION MARKET · WHO WILL ATTEND US-IRAN SIGNING CEREMONY?

Will Abbas Araghchi attend the US-Iran Signing Ceremony?

YES · live
22.5¢
NO · live
77.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-abbas-araghchi-attend-the-us-iran-signing-ceremonywill-abbas-araghchi-attend-the-us-iran-signing-ceremony-20260615232204723 · fresh · feed 8s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
773.86%
max drawdown
54.26%
sharpe
—
ulcer index
24.74%
RMS drawdown
pain index
15.97%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
53.55%
cond. drawdown
gain/pain
1.03
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.03
upside/downside
roll spread
0.5 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-will-abbas-araghchi-attend-the-us-iran-signing-ceremonywill-abbas-araghchi-attend-the-us-iran-signing-ceremony-20260615232204723/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH8.2s⏱--:--:-- 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
22.5¢
NO · live
77.5¢
YES price · live 24h
n=25 · μ=0.4448 · σ=0.2352 · range [0.1650, 0.8600] · R²=0.686▼ FALLING -73.84%σ EXTREME 52.88%LAST 0.22500.86000.68630.51250.33870.1650μ = 0.4448max 0.8600min 0.1650dataMA(5)OLS R²=0.69μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 22.50¢
YES / NO split · live
YES 22.5%NO 77.5%NO77.5%77.50¢ · odds 1/1.29
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.769 / 1.00 bits (77%) · moderate uncertainty
YES
22.5%22.5¢4.44×▬ +0.00pp
NO
77.5%77.5¢1.29×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=21,650 · μ=902.1 · σ=1034.0 · CV=1.15BURSTYcumulative energy ↗ · 50% by h=1008251,6502,4753,300μ = 9023,30050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 21650bp moved · peak 3300bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
8.2s
▲YES mid
22.50¢ (22.50%)
▼NO mid
77.50¢ (77.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$38.5k
≋liquidity $
$16.5k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.4448 · σ=0.2352 · range [0.1650, 0.8600] · R²=0.686▼ FALLING -73.84%σ EXTREME 52.88%LAST 0.22500.86000.68630.51250.33870.1650μ = 0.4448max 0.8600min 0.1650dataMA(5)OLS R²=0.69μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 22.50¢
NO price · CLOB mid
n=25 · μ=0.5550 · σ=0.2354 · range [0.1400, 0.8350] · R²=0.686▲ RISING +453.57%σ EXTREME 42.42%LAST 0.77500.83500.66130.48750.31370.1400μ = 0.5550max 0.8350min 0.1400dataMA(5)OLS R²=0.69μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 77.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0303 · σ=0.1260 · skew=-0.67 (left-skewed) · kurt=0.14 (mesokurtic)1186302-30.10ppbin -30.10pp · n=2 · 18.2% peakbin -30.10pp · n=2 · 18.2% peak1-24.30ppbin -24.30pp · n=1 · 9.1% peakbin -24.30pp · n=1 · 9.1% peak2-18.50ppbin -18.50pp · n=2 · 18.2% peakbin -18.50pp · n=2 · 18.2% peak-12.70pp1-6.90ppbin -6.90pp · n=1 · 9.1% peakbin -6.90pp · n=1 · 9.1% peak11-1.10ppbin -1.10pp · n=11 · 100.0% peakbin -1.10pp · n=11 · 100.0% peak34.70ppbin 4.70pp · n=3 · 27.3% peakbin 4.70pp · n=3 · 27.3% peak310.50ppbin 10.50pp · n=3 · 27.3% peakbin 10.50pp · n=3 · 27.3% peak16.30pp122.10ppbin 22.10pp · n=1 · 9.1% peakbin 22.10pp · n=1 · 9.1% 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=-0.60 · kurt=0.24 · near 15 / mid 9 / far 0 · OLS slope=0.98 intercept=-0.00APPROXIMATELY NORMALUPPER TAIL NORMALMILDLY HEAVY LOWER-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=25PLATYKURTIC · THIN TAILS (G₂=-1.41)
μ MEAN44.48¢95% CI: [35.26¢, 53.70¢]
σ STD DEV23.52ppσ² = 553.302 · CV = 52.88%
med MEDIAN39.50¢Q₁ 22.50¢ · Q₃ 67.00¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 69.50pp · IQR 44.50pp (1.349σ→31.73pp)
min 16.50¢Q₁ 22.50¢med 39.50¢Q₃ 67.00¢max 86.00¢μ
SKEWNESS · G₁0.424approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.414platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.21
σ × 1.349 ↔ IQRdiverges from normalratio = 0.71
range ↔ σconcentrated (range < 4σ)range / σ = 2.95
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) -0.41 + ADF rejected
ρ(1) AUTOCORR-0.413negative · reversal
ρ(2) AUTOCORR+0.068lag-2 not significant
H · HURST EXPONENT0.793strongly persistent
OLS TREND · t-STAT-7.090significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.793
H = 0.793STRONGLY PERSISTENT
0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1
k=1 ★-0.413k=2+0.068k=3+0.038k=4-0.006k=5-0.0990+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|=7.09)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.41 + 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|=7.09)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 ID2566363
SLUGwill-abbas-aragh…615232204723
CATEGORYWho will attend US-Iran signing ceremony?
TWO-SIDED PRICINGFAVOURS NO (78¢)
PRIMARY · YES22.50¢implied prob 22.50% · decimal odds 4.44×
COUNTER · NO77.50¢implied prob 77.50% · decimal odds 1.29×
22.50¢
77.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME38.48k USD 24h
LIQUIDITY16.52k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (78¢)|primary − counter| = 0.550 · entropy 0.769 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 22.5%NO 77.5%YES p̂22.5%H = 0.769 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES4.44×(23¢)NO1.29×(78¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.769 bits (77% 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 · DISTANTresolves 2026-07-07 23:59 UTC
19days
12hrs
50min
19.53 days·θ = 115.236 pp/day
YES →$1.00(P = 22.5%)
NO →$0.00(P = 77.5%)
current: $0.2250 · expected return per side: $0.78 on YES hit · $0.23 on NO hit
0%25%50%75%100%YES $1NO $0NOW+9.8dRESOLVESP projection · σ=23.52% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 115.236 pp/day
now19.53d left
115.236 pp/day×1.00
−25%14.65d left
133.063 pp/day×1.15
−50%9.77d left
162.968 pp/day×1.41
−75%4.88d left
230.471 pp/day×2.00
−90%1.95d left
364.407 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 25.00% · worst -33.00% · typical |Δ| 9.02%MILD BEARISH -63.50%BEST+25.00%3hWORST-33.00%10hTYPICAL |Δ|9.02%mean absoluteCUMULATIVE-63.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -2.93% · Σ -20.50%EUROPE · 08-16 UTCμ -6.13% · Σ -49.00%US · 16-24 UTCμ +0.75% · Σ +6.00%CUMULATIVE Δ PATH · final -63.50%+0.00%-69.50%0.00% · 1h0.00% · 1h·1h-29.50% · 2h-29.50% · 2h-29.50%2h25.00% · 3h25.00% · 3h25.00%3h★ BEST-24.00% · 4h-24.00% · 4h-24.00%4h9.50% · 5h9.50% · 5h9.50%5h0.50% · 6h0.50% · 6h0.50%6h-2.00% · 7h-2.00% · 7h-2.00%7h3.50% · 8h3.50% · 8h3.50%8h0.00% · 9h0.00% · 9h·9h-33.00% · 10h-33.00% · 10h-33.00%10h▼ WORST-8.50% · 11h-8.50% · 11h-8.50%11h13.00% · 12h13.00% · 12h13.00%12h-19.50% · 13h-19.50% · 13h-19.50%13h-1.00% · 14h-1.00% · 14h-1.00%14h-3.50% · 15h-3.50% · 15h-3.50%15h5.50% · 16h5.50% · 16h5.50%16h0.50% · 17h0.50% · 17h0.50%17h1.50% · 18h1.50% · 18h1.50%18h5.00% · 19h5.00% · 19h5.00%19h12.00% · 20h12.00% · 20h12.00%20h-1.50% · 21h-1.50% · 21h-1.50%21h-17.50% · 22h-17.50% · 22h-17.50%22h0.50% · 23h0.50% · 23h0.50%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+6.00%)RUNSup max 5 · down max 3BREADTH46% up · 42% down · 13% flat
11 up bars · 10 down · best 25.00% · worst -33.00% · typical |Δ| 9.021%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -58.83%FINAL-58.83%MAX DD-60.17%RECOVERYONGOING · 23 barsMAX RUN-UP+0.00%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.4117 · peak 1.0000 · range [0.3983, 1.0000]1.00000.3983break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -60.17% · severe0%-60.17%▼ TROUGH -60.17%TOP DRAWDOWN PERIODS · 1 total#1 -60.17%bar 3-25 · 23 bars · ONGOINGDD SEVERITYsevere (max -60.17%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.4117 (-58.83%) · max DD -60.17% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +4 / −13 (21% positive) · μ=-8.20 · σ=34.54UNPROFITABLE STRATEGYLAST -2.39 (+0.17σ vs μ)74.5437.270.00-37.27-74.54μ = -8.20-14.07-14.07-15.62-15.6212.1812.18-17.01-17.01-22.42-22.42-45.48-45.48-26.91-26.91-41.59-41.59-47.20-47.20-51.50-51.50-19.42-19.42-7.19-7.19-29.49-29.4935.9335.9361.8061.8074.5474.540.000.000.000.00-2.39-2.39v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -2.395 · range [-51.50, 74.54] · μ -8.203 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=1158.5365 · σ=459.4581 · range [325.1215, 1920.2732] · R²=0.620▼ FALLING -52.38%σ EXTREME 39.66%LAST 914.52771920.27321521.48521122.6973723.9094325.1215μ = 1158.5365max 1920.2732min 325.1215dataMA(3)OLS R²=0.62μ lineμ ± σ bandmaxmin
latest 914.53% · range [325.12%, 1920.27%] · μ 1158.54% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.236 · σ=0.299MEAN-REVERSIONLAST 0.121 (+1.19σ vs μ)0.7740.3870.000-0.387-0.774μ = -0.236-0.774-0.774-0.733-0.733-0.626-0.626-0.322-0.322-0.008-0.0080.0240.024-0.023-0.023-0.251-0.251-0.399-0.399-0.219-0.219-0.619-0.619-0.447-0.4470.0100.010-0.197-0.197-0.030-0.030-0.298-0.2980.1590.1590.1400.1400.1210.121v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.121 · |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

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
2.0072
p-VALUE (log scale)
0.3666
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
5.1244
p-VALUE (log scale)
0.4014
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
-1.9029
p-VALUE (log scale)
0.3415
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
0.2351
p-VALUE (log scale)
0.8141
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (12 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7711
p-VALUE (log scale)
0.0084
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
-1.6862
p-VALUE (log scale)
0.0918
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.487 ≈ 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=1.86e-2 · top T=2.18h (26.1%) · top-3 cover 62.8%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)5.8e-24.4e-22.9e-21.5e-20.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.83e-3 · 2.2% energyperiod 24.0 · power 4.83e-3 · 2.2% energyperiod 12.0 · power 1.69e-2 · 7.5% energyperiod 12.0 · power 1.69e-2 · 7.5% energyperiod 8.0 · power 1.06e-3 · 0.5% energyperiod 8.0 · power 1.06e-3 · 0.5% energyperiod 6.0 · power 7.63e-3 · 3.4% energyperiod 6.0 · power 7.63e-3 · 3.4% energyperiod 4.8 · power 3.03e-4 · 0.1% energyperiod 4.8 · power 3.03e-4 · 0.1% energyperiod 4.0 · power 3.62e-2 · 16.2% energyperiod 4.0 · power 3.62e-2 · 16.2% energyperiod 3.4 · power 2.81e-3 · 1.3% energyperiod 3.4 · power 2.81e-3 · 1.3% energyperiod 3.0 · power 4.60e-2 · 20.6% energyperiod 3.0 · power 4.60e-2 · 20.6% energyperiod 2.7 · power 2.19e-2 · 9.8% energyperiod 2.7 · power 2.19e-2 · 9.8% energyperiod 2.4 · power 4.71e-3 · 2.1% energyperiod 2.4 · power 4.71e-3 · 2.1% energyperiod 2.2 · power 5.83e-2 · 26.1% energyperiod 2.2 · power 5.83e-2 · 26.1% energyperiod 2.0 · power 2.31e-2 · 10.3% energyperiod 2.0 · power 2.31e-2 · 10.3% energy50% by T=3.0h#1 dominantT=2.18h#2T=3.00h#3T=4.00hT=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 ≈ 2.18h (freq 0.458) · concentrates 26.1% of total energy · Σ|X̂|²/n = 2.238e-1

▸ Depth section using sovereign-store price series (2530 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 19.5 d · σ/bar 0.928pp · expected |Δp| over horizon 20.10ppterminal variance p(1−p) = 0.1744 · n = 2530✓ n = 2530
μ per bar
-0.006pp
average Δp · drift
σ per bar
0.928pp
one-bar volatility · logit-free
Per-day movedaily
4.55pp
σ × √24
Per-horizon move20d
20.10pp
σ × √468.83437444444445
Terminal variancebinary
0.1744
p(1−p) at resolution
Current pricep
22.5¢
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 1.53pp · ES₉₅ 1.92pp · method parametric · drift-correcteddrift -0.006pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 2530
VaR 95%
1.53pp
1.645·σ (parametric) of Δp
ES 95%
1.92pp
mean of the tail
Max drawdown
67.3pp
peak 50.5¢ → trough 16.5¢
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
22.5%
= price
Decimal oddsEU
4.444
total return per $1
AmericanUS
+344
$100 wins $344
FractionalUK
3.44 / 1
profit per $1 risked
Profit per $100stake
+$344.44
clean dollar framing
-1000-5000+500+1000020406080100you · 22.5%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)
0.769 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.769 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
2.15 bit
self-information
Surprise · NO−log₂(1−p)
0.37 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
29471430107429300723480985272734474794877901541897984390927563185504882970685
NO token ID
86393737459228094917399031257377917893633819920051663771664434675267797953739
Snapshot fetched
2026-06-18 11:08:47 UTC
Snapshot age
8.2s
History points
25 CLOB mids
Page rendered
2026-06-18 11:08:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
5a57ceff83ecb38df269e9767d9a310444b7c6af84617ae0d390e42c46ca1a0b · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDBrazil88.2¢HL PREDCanada75.9¢HL PREDSwitzerland62.6¢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$64,110HL PERPHYPE-USD perpetual$72.26HL PERPETH-USD perpetual$1,747.4

Also see: /arb opportunities · RSS feed · more in Who will attend US-Iran signing ceremony?

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
0.225000
(best bid + best ask) / 2
Spread
2222.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.785
ask-heavy
Imbalance (top-5)
+0.291
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-will-abbas-araghchi-attend-the-us-iran-signing-ceremonywill-abbas-araghchi-attend-the-us-iran-signing-ceremony-20260615232204723/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.56626115167.17bp0.6400006FILLED
BUY$10.00K0.67056419802.86bp0.73000014FILLED
BUY$100.00K0.87199728755.41bp0.96000027FILLED
SELL$1.00K0.1396423793.69bp0.04000012FILLED
SELL$10.00K0.0757986631.19bp0.01000015PARTIAL
SELL$100.00K0.0757986631.19bp0.01000015PARTIAL

Risk metrics

▸ sovereign store · 2,530 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4206.12%
σ per bar = 0.031773
Mean return (annualised)
-34466.54%
μ per bar = -0.000197
Sharpe (rf=0)
-8.19
annualised; risk-free assumed zero
Max drawdown
67.33%
peak 0.51 → trough 0.17 over 604 bars

/api/asset/pm-will-abbas-araghchi-attend-the-us-iran-signing-ceremonywill-abbas-araghchi-attend-the-us-iran-signing-ceremony-20260615232204723/risk · same metrics, JSON