POLYMARKET · PREDICTION MARKET · WHO WILL SIGN U.S. X IRAN DEAL?

Will Benjamin Netanyahu sign a U.S. x Iran deal by July 31?

YES · live
10.1¢
NO · live
90.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-benjamin-netanyahu-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950076 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
472.40%
max drawdown
16.94%
sharpe
—
ulcer index
13.36%
RMS drawdown
pain index
12.36%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
16.94%
cond. drawdown
gain/pain
2.75
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.75
upside/downside
roll spread
24.2 bps
implied (price-only)
bars used
331
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-benjamin-netanyahu-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950076/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3ms⏱--:--:-- 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
10.1¢
NO · live
90.0¢
YES price · live 24h
n=25 · μ=0.0530 · σ=0.0221 · range [0.0335, 0.1090] · R²=0.681▲ RISING +175.34%σ EXTREME 41.65%LAST 0.10050.10900.09010.07130.05240.0335μ = 0.0530max 0.1090min 0.0335dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 10.05¢
YES / NO split · live
YES 10.1%NO 90.0%NO90.0%89.95¢ · odds 1/1.11
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.471 / 1.00 bits (47%) · informative — one side favoured
YES
10.1%10.1¢9.95×▬ +0.00pp
NO
90.0%90.0¢1.11×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=1,460 · μ=60.8 · σ=111.4 · CV=1.83BURSTY · concentratedcumulative energy ↗ · 50% by h=170130260390520μ = 6152050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 1460bp moved · peak 520bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3ms
▲YES mid
10.05¢ (10.05%)
▼NO mid
89.95¢ (89.95%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$25.8k
≋liquidity $
$26.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0530 · σ=0.0221 · range [0.0335, 0.1090] · R²=0.681▲ RISING +175.34%σ EXTREME 41.65%LAST 0.10050.10900.09010.07130.05240.0335μ = 0.0530max 0.1090min 0.0335dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 10.05¢
NO price · CLOB mid
n=25 · μ=0.9470 · σ=0.0221 · range [0.8910, 0.9665] · R²=0.681▼ FALLING -6.64%σ NORMAL 2.33%LAST 0.89950.96650.94760.92870.90990.8910μ = 0.9470max 0.9665min 0.8910dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 89.95¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0028 · σ=0.0112 · skew=2.94 (right-skewed) · kurt=9.13 (leptokurtic (fat tails))15118404-0.64ppbin -0.64pp · n=4 · 26.7% peakbin -0.64pp · n=4 · 26.7% peak15-0.03ppbin -0.03pp · n=15 · 100.0% peakbin -0.03pp · n=15 · 100.0% peak10.59ppbin 0.59pp · n=1 · 6.7% peakbin 0.59pp · n=1 · 6.7% peak21.20ppbin 1.20pp · n=2 · 13.3% peakbin 1.20pp · n=2 · 13.3% peak11.82ppbin 1.82pp · n=1 · 6.7% peakbin 1.82pp · n=1 · 6.7% peak2.43pp3.05pp3.66pp4.28pp14.89ppbin 4.89pp · n=1 · 6.7% peakbin 4.89pp · n=1 · 6.7% 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=2.76 · kurt=8.46 · near 8 / mid 14 / far 2 · OLS slope=0.82 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.01σsample ↓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=25STRONGLY RIGHT-SKEWED (G₁=1.26)
μ MEAN5.30¢95% CI: [4.43¢, 6.16¢]
σ STD DEV2.21ppσ² = 4.868 · CV = 41.65%
med MEDIAN4.65¢Q₁ 3.60¢ · Q₃ 5.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 7.55pp · IQR 2.35pp (1.349σ→2.98pp)
min 3.35¢Q₁ 3.60¢med 4.65¢Q₃ 5.95¢max 10.90¢μ
SKEWNESS · G₁1.263right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.569mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.29
σ × 1.349 ↔ IQRdiverges from normalratio = 1.27
range ↔ σconcentrated (range < 4σ)range / σ = 3.42
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 · ADF rejects unit root
ρ(1) AUTOCORR-0.133within white-noise band
ρ(2) AUTOCORR-0.198lag-2 not significant
H · HURST EXPONENT0.780strongly persistent
OLS TREND · t-STAT+7.006significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.780
H = 0.780STRONGLY 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=1-0.133k=2-0.198k=3-0.226k=4+0.025k=5+0.2290+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|=7.01)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.69very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.01)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 ID2512444
SLUGwill-benjamin-ne…611235950076
CATEGORYWho will sign U.S. x Iran deal?
TWO-SIDED PRICINGFAVOURS NO (90¢)
PRIMARY · YES10.05¢implied prob 10.05% · decimal odds 9.95×
COUNTER · NO89.95¢implied prob 89.95% · decimal odds 1.11×
10.05¢
89.95¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME25.85k USD 24h
LIQUIDITY26.02k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (90¢)|primary − counter| = 0.799 · entropy 0.471 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 10.1%NO 90.0%YES p̂10.1%H = 0.471 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES9.95×(10¢)NO1.11×(90¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.471 bits (47% 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 · DISTANTresolves 2026-08-01 03:59 UTC
47days
01hrs
44min
47.07 days·θ = 10.809 pp/day
YES →$1.00(P = 10.1%)
NO →$0.00(P = 90.0%)
current: $0.1005 · expected return per side: $0.90 on YES hit · $0.10 on NO hit
0%25%50%75%100%YES $1NO $0NOW+23.5dRESOLVESP projection · σ=2.21% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 10.809 pp/day
now47.07d left
10.809 pp/day×1.00
−25%35.30d left
12.481 pp/day×1.15
−50%23.54d left
15.286 pp/day×1.41
−75%11.77d left
21.618 pp/day×2.00
−90%4.71d left
34.181 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 5.20% · worst -0.95% · typical |Δ| 0.61%MILD BULLISH +6.40%BEST+5.20%22hWORST-0.95%13hTYPICAL |Δ|0.61%mean absoluteCUMULATIVE+6.40%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -0.01% · Σ -0.10%EUROPE · 08-16 UTCμ +0.14% · Σ +1.10%US · 16-24 UTCμ +0.68% · Σ +5.40%CUMULATIVE Δ PATH · final +6.40%+7.25%-0.30%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.00% · 5h0.00% · 5h·5h-0.05% · 6h-0.05% · 6h-0.05%6h0.00% · 7h0.00% · 7h·7h0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-0.20% · 10h-0.20% · 10h-0.20%10h1.30% · 11h1.30% · 11h1.30%11h1.95% · 12h1.95% · 12h1.95%12h-0.95% · 13h-0.95% · 13h-0.95%13h▼ WORST-0.90% · 14h-0.90% · 14h-0.90%14h-0.10% · 15h-0.10% · 15h-0.10%15h0.65% · 16h0.65% · 16h0.65%16h1.15% · 17h1.15% · 17h1.15%17h0.25% · 18h0.25% · 18h0.25%18h-0.75% · 19h-0.75% · 19h-0.75%19h-0.10% · 20h-0.10% · 20h-0.10%20h-0.15% · 21h-0.15% · 21h-0.15%21h5.20% · 22h5.20% · 22h5.20%22h★ BEST-0.85% · 23h-0.85% · 23h-0.85%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+5.40%)RUNSup max 3 · down max 3BREADTH25% up · 42% down · 33% flat
6 up bars · 10 down · best 5.20% · worst -0.95% · typical |Δ| 0.608%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSTRONG PROFIT +6.42% · SHALLOW DDFINAL+6.42%MAX DD-1.94%RECOVERYONGOING · 5 barsMAX RUN-UP+7.33%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 1.0642 · peak 1.0733 · range [0.9970, 1.0733]1.07330.9970break-even = 1★ PEAK 1.0733UNDERWATER DRAWDOWN · max -1.94% · moderate0%-1.94%▼ TROUGH -1.94%TOP DRAWDOWN PERIODS · 4 total#1 -1.94%bar 14-18 · 5 bars · recovered#2 -1.00%bar 20-22 · 3 bars · recovered#3 -0.85%bar 24-25 · 2 bars · ONGOINGDD SEVERITYmoderate (max -1.94%)RECOVERYongoing · 12 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 1.0642 (6.42%) · max DD -1.94% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +14 / −5 (74% positive) · μ=6.07 · σ=33.41PROFITABLE STRATEGYLAST 22.70 (+0.50σ vs μ)60.4230.210.00-30.21-60.42μ = 6.07-60.42-60.42-38.21-38.21-38.21-38.21-38.21-38.21-48.68-48.6829.4329.4353.3153.3130.6830.6815.8115.8114.4514.4525.7025.7024.2024.201.861.865.875.8725.9425.9424.5924.5940.0440.0424.5024.5022.7022.70v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 22.705 · range [-60.42, 53.31] · μ 6.072 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=84.4240 · σ=69.3560 · range [1.9105, 215.4191] · R²=0.672▲ RISING +8814.10%σ EXTREME 82.15%LAST 215.4191215.4191162.0419108.664855.28761.9105μ = 84.4240max 215.4191min 1.9105dataMA(3)OLS R²=0.67μ lineμ ± σ bandmaxmin
latest 215.42% · range [1.91%, 215.42%] · μ 84.42% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +9 / −10 (47% positive) · μ=0.023 · σ=0.255CLOSE TO MARTINGALELAST -0.291 (-1.23σ vs μ)0.5390.2690.000-0.269-0.539μ = 0.023-0.083-0.083-0.233-0.233-0.233-0.233-0.233-0.233-0.119-0.119-0.165-0.1650.3660.366-0.135-0.1350.1170.1170.1530.1530.2080.2080.0110.0110.5390.5390.2430.2430.2680.2680.3650.365-0.032-0.032-0.311-0.311-0.291-0.291v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.291 · |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
2 of 6 REJECT · mixed evidence2 reject·4 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
151.9388
p-VALUE (log scale)
< 0.0001
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
4.8574
p-VALUE (log scale)
0.4344
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
-0.6156
p-VALUE (log scale)
0.8592
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
-0.8321
p-VALUE (log scale)
0.4054
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (7 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7546
p-VALUE (log scale)
0.0092
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
-0.8923
p-VALUE (log scale)
0.3722
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.728 ≈ 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=1.58e-4 · top T=4.80h (21.7%) · top-3 cover 50.1%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)4.1e-43.1e-42.1e-41.0e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.31e-5 · 1.7% energyperiod 24.0 · power 3.31e-5 · 1.7% energyperiod 12.0 · power 1.03e-4 · 5.5% energyperiod 12.0 · power 1.03e-4 · 5.5% energyperiod 8.0 · power 1.25e-5 · 0.7% energyperiod 8.0 · power 1.25e-5 · 0.7% energyperiod 6.0 · power 3.13e-4 · 16.5% energyperiod 6.0 · power 3.13e-4 · 16.5% energyperiod 4.8 · power 4.10e-4 · 21.7% energyperiod 4.8 · power 4.10e-4 · 21.7% energyperiod 4.0 · power 1.42e-5 · 0.7% energyperiod 4.0 · power 1.42e-5 · 0.7% energyperiod 3.4 · power 2.27e-4 · 12.0% energyperiod 3.4 · power 2.27e-4 · 12.0% energyperiod 3.0 · power 3.45e-5 · 1.8% energyperiod 3.0 · power 3.45e-5 · 1.8% energyperiod 2.7 · power 2.06e-4 · 10.9% energyperiod 2.7 · power 2.06e-4 · 10.9% energyperiod 2.4 · power 1.72e-4 · 9.1% energyperiod 2.4 · power 1.72e-4 · 9.1% energyperiod 2.2 · power 1.53e-4 · 8.1% energyperiod 2.2 · power 1.53e-4 · 8.1% energyperiod 2.0 · power 2.16e-4 · 11.4% energyperiod 2.0 · power 2.16e-4 · 11.4% energy50% by T=3.4h#1 dominantT=4.80h#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 ≈ 4.80h (freq 0.208) · concentrates 21.7% of total energy · Σ|X̂|²/n = 1.894e-3

▸ Depth section using sovereign-store price series (331 bars · effective 1753395 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 47.1 d · σ/bar 0.357pp · expected |Δp| over horizon 12.00ppterminal variance p(1−p) = 0.0904 · n = 331✓ n = 331
μ per bar
+0.013pp
average Δp · drift
σ per bar
0.357pp
one-bar volatility · logit-free
Per-day movedaily
1.75pp
σ × √24
Per-horizon move47d
12.00pp
σ × √1129.735688888889
Terminal variancebinary
0.0904
p(1−p) at resolution
Current pricep
10.1¢
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 0.57pp · ES₉₅ 0.72pp · method parametric · drift-correcteddrift +0.013pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 331
VaR 95%
0.57pp
1.645·σ (parametric) of Δp
ES 95%
0.72pp
mean of the tail
Max drawdown
16.9pp
peak 12.1¢ → trough 10.1¢
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
10.1%
= price
Decimal oddsEU
9.950
total return per $1
AmericanUS
+895
$100 wins $895
FractionalUK
8.95 / 1
profit per $1 risked
Profit per $100stake
+$895.02
clean dollar framing
-1000-5000+500+1000020406080100you · 10.1%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)
0.471 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.471 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.31 bit
self-information
Surprise · NO−log₂(1−p)
0.15 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
91817666954948329268598812878184421721928444350256613357837252154794952387445
NO token ID
114104472306591945268915757804008548140968826233118465750493181618161515891788
Snapshot fetched
2026-06-15 02:14:51 UTC
Snapshot age
3ms
History points
25 CLOB mids
Page rendered
2026-06-15 02:14:51 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
3c45c207ec14588dc523fe0275fcdab5fff15858a87c640d3892030293435f8a · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDIvory Coast99.9¢HL PREDSpain91.5¢HL PREDUruguay66.0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?81¢POLYMARKETWill Sweden win on 2026-06-14?74¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,628HL PERPETH-USD perpetual$1,720.3HL PERPHYPE-USD perpetual$63.85

Also see: /arb opportunities · RSS feed · more in Who will sign U.S. x Iran deal?

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
$41
bid $0 · ask $40
Mid price
0.100500
(best bid + best ask) / 2
Spread
99.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.665
ask-heavy
Imbalance (top-5)
-0.232
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-will-benjamin-netanyahu-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950076/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1218682126.20bp0.13200014FILLED
BUY$10.00K0.38583428391.46bp0.59000029FILLED
BUY$100.00K0.74831464459.11bp0.99000063FILLED
SELL$1.00K0.0276187251.94bp0.00100024PARTIAL
SELL$10.00K0.0276187251.94bp0.00100024PARTIAL
SELL$100.00K0.0276187251.94bp0.00100024PARTIAL

Risk metrics

▸ sovereign store · 331 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5416.81%
σ per bar = 0.040908
Mean return (annualised)
287520.07%
μ per bar = 0.001640
Sharpe (rf=0)
53.08
annualised; risk-free assumed zero
Max drawdown
16.94%
peak 0.12 → trough 0.10 over 200 bars

/api/asset/pm-will-benjamin-netanyahu-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950076/risk · same metrics, JSON