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

Will Donald Trump attend the US-Iran Signing Ceremony?

YES · live
10.0¢
NO · live
90.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-donald-trump-attend-the-us-iran-signing-ceremony-20260615232204740 · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
152.02%
max drawdown
50.71%
sharpe
—
ulcer index
25.87%
RMS drawdown
pain index
21.37%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
43.49%
cond. drawdown
gain/pain
1.38
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.38
upside/downside
roll spread
5.1 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-donald-trump-attend-the-us-iran-signing-ceremony-20260615232204740/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH3.7s⏱--:--:-- 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
10.0¢
NO · live
90.0¢
YES price · live 24h
n=25 · μ=0.0888 · σ=0.0544 · range [0.0400, 0.2200] · R²=0.026▲ RISING +65.83%σ EXTREME 61.30%LAST 0.09950.22000.17500.13000.08500.0400μ = 0.0888max 0.2200min 0.0400dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 9.95¢
YES / NO split · live
YES 10.0%NO 90.0%NO90.0%90.05¢ · odds 1/1.11
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.467 / 1.00 bits (47%) · informative — one side favoured
YES
10.0%10.0¢10.05×▬ +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=4,555 · μ=189.8 · σ=249.0 · CV=1.31BURSTY · concentratedcumulative energy ↗ · 50% by h=1002635257881,050μ = 1901,05050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 4555bp moved · peak 1050bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
3.7s
▲YES mid
9.95¢ (9.95%)
▼NO mid
90.05¢ (90.05%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$35.5k
≋liquidity $
$27.0k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0888 · σ=0.0544 · range [0.0400, 0.2200] · R²=0.026▲ RISING +65.83%σ EXTREME 61.30%LAST 0.09950.22000.17500.13000.08500.0400μ = 0.0888max 0.2200min 0.0400dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 9.95¢
NO price · CLOB mid
n=25 · μ=0.9112 · σ=0.0544 · range [0.7800, 0.9600] · R²=0.026▼ FALLING -4.20%σ HIGH 5.97%LAST 0.90050.96000.91500.87000.82500.7800μ = 0.9112max 0.9600min 0.7800dataMA(5)OLS R²=0.03μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 90.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0023 · σ=0.0292 · skew=1.36 (right-skewed) · kurt=2.55 (leptokurtic (fat tails))1085301-4.70ppbin -4.70pp · n=1 · 10.0% peakbin -4.70pp · n=1 · 10.0% peak2-3.10ppbin -3.10pp · n=2 · 20.0% peakbin -3.10pp · n=2 · 20.0% peak6-1.50ppbin -1.50pp · n=6 · 60.0% peakbin -1.50pp · n=6 · 60.0% peak100.10ppbin 0.10pp · n=10 · 100.0% peakbin 0.10pp · n=10 · 100.0% peak1.70pp33.30ppbin 3.30pp · n=3 · 30.0% peakbin 3.30pp · n=3 · 30.0% peak14.90ppbin 4.90pp · n=1 · 10.0% peakbin 4.90pp · n=1 · 10.0% peak6.50pp8.10pp19.70ppbin 9.70pp · n=1 · 10.0% peakbin 9.70pp · n=1 · 10.0% 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=1.39 · kurt=3.22 · near 15 / mid 8 / far 1 · OLS slope=0.94 intercept=-0.00LEPTOKURTIC — FAT TAILSMILDLY HEAVY UPPERLOWER 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=25STRONGLY RIGHT-SKEWED (G₁=1.09)
μ MEAN8.88¢95% CI: [6.75¢, 11.01¢]
σ STD DEV5.44ppσ² = 29.634 · CV = 61.30%
med MEDIAN6.00¢Q₁ 5.00¢ · Q₃ 9.95¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 18.00pp · IQR 4.95pp (1.349σ→7.34pp)
min 4.00¢Q₁ 5.00¢med 6.00¢Q₃ 9.95¢max 22.00¢μ
SKEWNESS · G₁1.085right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂-0.273mesokurtic · normal-like
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.53
σ × 1.349 ↔ IQRdiverges from normalratio = 1.48
range ↔ σconcentrated (range < 4σ)range / σ = 3.31
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: TRENDING · variance ratio > 1
ρ(1) AUTOCORR+0.257within white-noise band
ρ(2) AUTOCORR+0.255lag-2 not significant
H · HURST EXPONENT0.988strongly persistent
OLS TREND · t-STAT-0.786fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.988
H = 0.988STRONGLY 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+0.257k=2+0.255k=3-0.086k=4-0.269k=5-0.2220+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]NOT SIGNIFICANT (|t|=0.79)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONTRENDING · variance ratio > 1from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.79)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 ID2566380
SLUGwill-donald-trum…615232204740
CATEGORYWho will attend US-Iran signing ceremony?
TWO-SIDED PRICINGFAVOURS NO (90¢)
PRIMARY · YES9.95¢implied prob 9.95% · decimal odds 10.05×
COUNTER · NO90.05¢implied prob 90.05% · decimal odds 1.11×
9.95¢
90.05¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME35.53k USD 24h
LIQUIDITY26.95k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (90¢)|primary − counter| = 0.801 · entropy 0.467 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 10.0%NO 90.0%YES p̂10.0%H = 0.467 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES10.05×(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) = 0.467 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 2026-07-07 23:59 UTC
19days
12hrs
51min
19.54 days·θ = 26.669 pp/day
YES →$1.00(P = 10.0%)
NO →$0.00(P = 90.0%)
current: $0.0995 · expected return per side: $0.90 on YES hit · $0.10 on NO hit
0%25%50%75%100%YES $1NO $0NOW+9.8dRESOLVESP projection · σ=5.44% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 26.669 pp/day
now19.54d left
26.669 pp/day×1.00
−25%14.65d left
30.794 pp/day×1.15
−50%9.77d left
37.715 pp/day×1.41
−75%4.88d left
53.337 pp/day×2.00
−90%1.95d left
84.334 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 10.50% · worst -5.50% · typical |Δ| 1.90%MILD BULLISH +3.95%BEST+10.50%6hWORST-5.50%12hTYPICAL |Δ|1.90%mean absoluteCUMULATIVE+3.95%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.64% · Σ +11.50%EUROPE · 08-16 UTCμ -1.44% · Σ -11.50%US · 16-24 UTCμ +0.49% · Σ +3.95%CUMULATIVE Δ PATH · final +3.95%+16.00%-2.00%0.00% · 1h0.00% · 1h·1h0.00% · 2h0.00% · 2h·2h-1.00% · 3h-1.00% · 3h-1.00%3h-0.50% · 4h-0.50% · 4h-0.50%4h0.00% · 5h0.00% · 5h·5h10.50% · 6h10.50% · 6h10.50%6h★ BEST2.50% · 7h2.50% · 7h2.50%7h4.50% · 8h4.50% · 8h4.50%8h-2.00% · 9h-2.00% · 9h-2.00%9h-3.50% · 10h-3.50% · 10h-3.50%10h-1.50% · 11h-1.50% · 11h-1.50%11h-5.50% · 12h-5.50% · 12h-5.50%12h▼ WORST-3.50% · 13h-3.50% · 13h-3.50%13h0.00% · 14h0.00% · 14h·14h0.00% · 15h0.00% · 15h·15h-1.00% · 16h-1.00% · 16h-1.00%16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-1.00% · 19h-1.00% · 19h-1.00%19h0.00% · 20h0.00% · 20h·20h3.45% · 21h3.45% · 21h3.45%21h-1.30% · 22h-1.30% · 22h-1.30%22h3.80% · 23h3.80% · 23h3.80%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+11.50%)RUNSup max 3 · down max 5BREADTH21% up · 42% down · 38% flat
5 up bars · 10 down · best 10.50% · worst -5.50% · typical |Δ| 1.898%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +2.88%FINAL+2.88%MAX DD-16.74%RECOVERYONGOING · 16 barsMAX RUN-UP+16.59%UNDERWATER19/25 (76%)STREAK▬ 0EQUITY CURVE · end 1.0288 · peak 1.1659 · range [0.9707, 1.1659]1.16590.9707break-even = 1★ PEAK 1.1659UNDERWATER DRAWDOWN · max -16.74% · severe0%-16.74%▼ TROUGH -16.74%TOP DRAWDOWN PERIODS · 2 total#1 -16.74%bar 10-25 · 16 bars · ONGOING#2 -1.50%bar 4-6 · 3 bars · recoveredDD SEVERITYsevere (max -16.74%)RECOVERYongoing · 16 barsTIME UNDER WATER76% of session · 19/25 bars
final equity 1.0288 (2.88%) · max DD -16.74% · time-under-water 19/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +10 / −9 (53% positive) · μ=-14.84 · σ=58.02MIXED EDGELAST 34.57 (+0.85σ vs μ)130.3465.170.00-65.17-130.34μ = -14.8431.7131.7141.0041.0057.1657.1651.4351.4336.8536.8531.3031.30-22.90-22.90-52.13-52.13-130.34-130.34-98.99-98.99-82.38-82.38-67.34-67.34-49.95-49.95-60.42-60.42-60.42-60.4213.7413.7410.5810.5834.5734.5734.5734.57v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 34.567 · range [-130.34, 57.16] · μ -14.839 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=266.4052 · σ=140.1267 · range [48.3322, 489.6989] · R²=0.665▼ FALLING -49.54%σ EXTREME 52.60%LAST 209.0699489.6989379.3572269.0155158.673948.3322μ = 266.4052max 489.6989min 48.3322dataMA(3)OLS R²=0.67μ lineμ ± σ bandmaxmin
latest 209.07% · range [48.33%, 489.70%] · μ 266.41% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +10 / −9 (53% positive) · μ=-0.081 · σ=0.287CLOSE TO MARTINGALELAST -0.602 (-1.81σ vs μ)0.6020.3010.000-0.301-0.602μ = -0.0810.0050.0050.0610.061-0.026-0.026-0.208-0.2080.0040.0040.2560.2560.2790.2790.0530.053-0.256-0.2560.1150.1150.2770.2770.3340.334-0.133-0.133-0.333-0.333-0.583-0.5830.0140.014-0.347-0.347-0.443-0.443-0.602-0.602v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.602 · |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
27.3336
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
7.7317
p-VALUE (log scale)
0.1704
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
-1.4364
p-VALUE (log scale)
0.5636
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
-1.0146
p-VALUE (log scale)
0.3103
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1624
p-VALUE (log scale)
0.4224
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedstationary not rejected (crit 0.463)
χ

Variance ratio q=3

REJECT H₀*

H₀: Δp is a random walk · VR = 1

STATISTIC
2.0922
p-VALUE (log scale)
0.0364
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zoneVR 1.637 → trending
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=9.53e-4 · top T=8.00h (24.3%) · top-3 cover 59.1%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.8e-32.1e-31.4e-37.0e-40.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.69e-3 · 14.8% energyperiod 24.0 · power 1.69e-3 · 14.8% energyperiod 12.0 · power 2.27e-3 · 19.9% energyperiod 12.0 · power 2.27e-3 · 19.9% energyperiod 8.0 · power 2.78e-3 · 24.3% energyperiod 8.0 · power 2.78e-3 · 24.3% energyperiod 6.0 · power 2.63e-4 · 2.3% energyperiod 6.0 · power 2.63e-4 · 2.3% energyperiod 4.8 · power 3.52e-4 · 3.1% energyperiod 4.8 · power 3.52e-4 · 3.1% energyperiod 4.0 · power 3.78e-4 · 3.3% energyperiod 4.0 · power 3.78e-4 · 3.3% energyperiod 3.4 · power 1.50e-4 · 1.3% energyperiod 3.4 · power 1.50e-4 · 1.3% energyperiod 3.0 · power 8.73e-4 · 7.6% energyperiod 3.0 · power 8.73e-4 · 7.6% energyperiod 2.7 · power 1.45e-4 · 1.3% energyperiod 2.7 · power 1.45e-4 · 1.3% energyperiod 2.4 · power 1.39e-3 · 12.2% energyperiod 2.4 · power 1.39e-3 · 12.2% energyperiod 2.2 · power 1.10e-3 · 9.7% energyperiod 2.2 · power 1.10e-3 · 9.7% energyperiod 2.0 · power 2.50e-5 · 0.2% energyperiod 2.0 · power 2.50e-5 · 0.2% energy50% by T=8.0h#1 dominantT=8.00h#2T=12.00h#3T=24.00hT=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 24.3% of total energy · Σ|X̂|²/n = 1.143e-2

▸ Depth section using sovereign-store price series (3442 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 0.298pp · expected |Δp| over horizon 6.45ppterminal variance p(1−p) = 0.0896 · n = 3442✓ n = 3442
μ per bar
-0.003pp
average Δp · drift
σ per bar
0.298pp
one-bar volatility · logit-free
Per-day movedaily
1.46pp
σ × √24
Per-horizon move20d
6.45pp
σ × √468.85566361111114
Terminal variancebinary
0.0896
p(1−p) at resolution
Current pricep
10.0¢
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

VaR · ES · max drawdown
VaR₉₅ 0.49pp · ES₉₅ 0.62pp · method parametric · drift-correcteddrift -0.003pp/bar · quantised: yes · median step 0.40pp · unique ratio 0.01✓ n = 3442
VaR 95%
0.49pp
1.645·σ (parametric) of Δp
ES 95%
0.62pp
mean of the tail
Max drawdown
86.7pp
peak 26.0¢ → trough 3.5¢
Median step
0.40pp
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
10.0%
= price
Decimal oddsEU
10.050
total return per $1
AmericanUS
+905
$100 wins $905
FractionalUK
9.05 / 1
profit per $1 risked
Profit per $100stake
+$905.03
clean dollar framing
-1000-5000+500+1000020406080100you · 10.0%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)
0.467 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.467 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.33 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
38717199307009897592787676599332194312449620363630530828914033320291329189305
NO token ID
5195435722683888783127826944229541539869681606589141005541575207397586320763
Snapshot fetched
2026-06-18 11:07:35 UTC
Snapshot age
3.7s
History points
25 CLOB mids
Page rendered
2026-06-18 11:07:39 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
c6dc5106af5f18a0498f934d8f89c15f76469010e3baee73c5b6b6a368fe66eb · 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$64,085HL PERPHYPE-USD perpetual$72.23HL PERPETH-USD perpetual$1,746.8

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
0.099500
(best bid + best ask) / 2
Spread
2110.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.883
ask-heavy
Imbalance (top-5)
-0.825
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-donald-trump-attend-the-us-iran-signing-ceremony-20260615232204740/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.1239302455.29bp0.1400006FILLED
BUY$10.00K0.39655529854.77bp0.63000028FILLED
BUY$100.00K0.78324468717.97bp0.99900054PARTIAL
SELL$1.00K0.0309046894.07bp0.00100017PARTIAL
SELL$10.00K0.0309046894.07bp0.00100017PARTIAL
SELL$100.00K0.0309046894.07bp0.00100017PARTIAL

Risk metrics

▸ sovereign store · 3,442 barsperiods/year ≈ 1.75M
Realized vol (annualised)
2979.42%
σ per bar = 0.022507
Mean return (annualised)
-39238.77%
μ per bar = -0.000224
Sharpe (rf=0)
-13.17
annualised; risk-free assumed zero
Max drawdown
86.73%
peak 0.26 → trough 0.03 over 2488 bars

/api/asset/pm-will-donald-trump-attend-the-us-iran-signing-ceremony-20260615232204740/risk · same metrics, JSON