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

Will Donald Trump sign a U.S. x Iran deal by July 31?

YES · live
47.5¢
NO · live
52.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-donald-trump-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
1447.43%
max drawdown
39.60%
sharpe
—
ulcer index
16.92%
RMS drawdown
pain index
13.84%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
39.60%
cond. drawdown
gain/pain
0.86
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.86
upside/downside
roll spread
3.7 bps
implied (price-only)
bars used
377
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-donald-trump-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH9ms⏱--:--:-- 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
47.5¢
NO · live
52.5¢
YES price · live 24h
n=25 · μ=0.3840 · σ=0.1229 · range [0.2150, 0.6100] · R²=0.258▼ FALLING -9.52%σ EXTREME 32.00%LAST 0.47500.61000.51120.41250.31370.2150μ = 0.3840max 0.6100min 0.2150dataMA(5)OLS R²=0.26μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 47.50¢
YES / NO split · live
YES 47.5%NO 52.5%NO52.5%52.50¢ · odds 1/1.90
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.998 / 1.00 bits (100%) · max uncertainty (~50/50)
YES
47.5%47.5¢2.11×▬ +0.00pp
NO
52.5%52.5¢1.90×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=10,300 · μ=429.2 · σ=509.5 · CV=1.19BURSTY · concentratedcumulative energy ↗ · 50% by h=1005251,0501,5752,100μ = 4292,10050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 10300bp moved · peak 2100bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
9ms
▲YES mid
47.50¢ (47.50%)
▼NO mid
52.50¢ (52.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$27.9k
≋liquidity $
$18.1k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.3840 · σ=0.1229 · range [0.2150, 0.6100] · R²=0.258▼ FALLING -9.52%σ EXTREME 32.00%LAST 0.47500.61000.51120.41250.31370.2150μ = 0.3840max 0.6100min 0.2150dataMA(5)OLS R²=0.26μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 47.50¢
NO price · CLOB mid
n=25 · μ=0.6172 · σ=0.1221 · range [0.3900, 0.7850] · R²=0.278▲ RISING +16.84%σ EXTREME 19.78%LAST 0.55500.78500.68630.58750.48880.3900μ = 0.6172max 0.7850min 0.3900dataMA(5)OLS R²=0.28μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 55.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0015 · σ=0.0607 · skew=-1.07 (left-skewed) · kurt=2.29 (leptokurtic (fat tails))1186301-19.38ppbin -19.38pp · n=1 · 9.1% peakbin -19.38pp · n=1 · 9.1% peak-16.13pp-12.88pp1-9.63ppbin -9.63pp · n=1 · 9.1% peakbin -9.63pp · n=1 · 9.1% peak2-6.38ppbin -6.38pp · n=2 · 18.2% peakbin -6.38pp · n=2 · 18.2% peak2-3.13ppbin -3.13pp · n=2 · 18.2% peakbin -3.13pp · n=2 · 18.2% peak110.12ppbin 0.12pp · n=11 · 100.0% peakbin 0.12pp · n=11 · 100.0% peak33.38ppbin 3.38pp · n=3 · 27.3% peakbin 3.38pp · n=3 · 27.3% peak26.62ppbin 6.62pp · n=2 · 18.2% peakbin 6.62pp · n=2 · 18.2% peak29.88ppbin 9.88pp · n=2 · 18.2% peakbin 9.88pp · n=2 · 18.2% 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=-1.08 · kurt=2.34 · near 18 / mid 5 / far 1 · OLS slope=0.97 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER 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=-1.50)
μ MEAN38.40¢95% CI: [33.58¢, 43.22¢]
σ STD DEV12.29ppσ² = 151.021 · CV = 32.00%
med MEDIAN40.00¢Q₁ 26.00¢ · Q₃ 49.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 39.50pp · IQR 23.50pp (1.349σ→16.58pp)
min 21.50¢Q₁ 26.00¢med 40.00¢Q₃ 49.50¢max 61.00¢μ
SKEWNESS · G₁0.058approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.504platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.13
σ × 1.349 ↔ IQRdiverges from normalratio = 0.71
range ↔ σconcentrated (range < 4σ)range / σ = 3.21
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-0.040within white-noise band
ρ(2) AUTOCORR+0.158lag-2 not significant
H · HURST EXPONENT0.906strongly persistent
OLS TREND · t-STAT-2.826significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.906
H = 0.906STRONGLY 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=1-0.040k=2+0.158k=3+0.133k=4-0.057k=5-0.1090+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|=2.83)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.85very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=2.83)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 ID2512435
SLUGwill-donald-trum…611235950067
CATEGORYWho will sign U.S. x Iran deal?
TWO-SIDED PRICINGFAVOURS NO (53¢)
PRIMARY · YES47.50¢implied prob 47.50% · decimal odds 2.11×
COUNTER · NO52.50¢implied prob 52.50% · decimal odds 1.90×
47.50¢
52.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME27.94k USD 24h
LIQUIDITY18.13k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (53¢)|primary − counter| = 0.050 · entropy 0.998 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 47.5%NO 52.5%YES p̂47.5%H = 0.998 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.11×(48¢)NO1.90×(53¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.998 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 2026-08-01 03:59 UTC
47days
04hrs
18min
47.18 days·θ = 60.204 pp/day
YES →$1.00(P = 47.5%)
NO →$0.00(P = 52.5%)
current: $0.4750 · expected return per side: $0.53 on YES hit · $0.47 on NO hit
0%25%50%75%100%YES $1NO $0NOW+23.6dRESOLVESP projection · σ=12.29% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 60.204 pp/day
now47.18d left
60.204 pp/day×1.00
−25%35.38d left
69.517 pp/day×1.15
−50%23.59d left
85.141 pp/day×1.41
−75%11.79d left
120.408 pp/day×2.00
−90%4.72d left
190.381 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 11.50% · worst -21.00% · typical |Δ| 4.29%MILD BEARISH -5.00%BEST+11.50%6hWORST-21.00%10hTYPICAL |Δ|4.29%mean absoluteCUMULATIVE-5.00%Σ signed ΔSTREAK↗ 4up-runASIA · 00-08 UTCμ -0.29% · Σ -2.00%EUROPE · 08-16 UTCμ -3.50% · Σ -28.00%US · 16-24 UTCμ +3.00% · Σ +24.00%CUMULATIVE Δ PATH · final -5.00%+8.50%-31.00%-8.00% · 1h-8.00% · 1h-8.00%1h-1.00% · 2h-1.00% · 2h-1.00%2h0.50% · 3h0.50% · 3h0.50%3h5.50% · 4h5.50% · 4h5.50%4h0.00% · 5h0.00% · 5h·5h11.50% · 6h11.50% · 6h11.50%6h★ BEST-10.50% · 7h-10.50% · 7h-10.50%7h4.50% · 8h4.50% · 8h4.50%8h-2.50% · 9h-2.50% · 9h-2.50%9h-21.00% · 10h-21.00% · 10h-21.00%10h▼ WORST0.00% · 11h0.00% · 11h·11h-1.00% · 12h-1.00% · 12h-1.00%12h-2.00% · 13h-2.00% · 13h-2.00%13h-7.00% · 14h-7.00% · 14h-7.00%14h1.00% · 15h1.00% · 15h1.00%15h0.00% · 16h0.00% · 16h·16h1.50% · 17h1.50% · 17h1.50%17h-0.50% · 18h-0.50% · 18h-0.50%18h2.50% · 19h2.50% · 19h2.50%19h-0.50% · 20h-0.50% · 20h-0.50%20h10.50% · 21h10.50% · 21h10.50%21h4.00% · 22h4.00% · 22h4.00%22h6.50% · 23h6.50% · 23h6.50%23h1.00% · 24h1.00% · 24h1.00%24hTIME PATTERNUS-led (+24.00%)RUNSup max 4 · down max 3BREADTH46% up · 42% down · 13% flat
11 up bars · 10 down · best 11.50% · worst -21.00% · typical |Δ| 4.292%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -10.00%FINAL-10.00%MAX DD-35.00%RECOVERYONGOING · 18 barsMAX RUN-UP+7.68%UNDERWATER23/25 (92%)STREAK↗ 4EQUITY CURVE · end 0.9000 · peak 1.0768 · range [0.6999, 1.0768]1.07680.6999break-even = 1★ PEAK 1.0768UNDERWATER DRAWDOWN · max -35.00% · severe0%-35.00%▼ TROUGH -35.00%TOP DRAWDOWN PERIODS · 2 total#1 -35.00%bar 8-25 · 18 bars · ONGOING#2 -8.92%bar 2-6 · 5 bars · recoveredDD SEVERITYsevere (max -35.00%)RECOVERYongoing · 18 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.9000 (-10.00%) · max DD -35.00% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +9 / −10 (47% positive) · μ=1.26 · σ=49.78MIXED EDGELAST 93.59 (+1.85σ vs μ)93.5946.800.00-46.80-93.59μ = 1.2620.1920.1912.7812.7824.3624.3617.4917.49-24.51-24.51-24.51-24.51-51.68-51.68-38.77-38.77-65.92-65.92-56.26-56.26-48.73-48.73-37.81-37.81-35.12-35.12-11.48-11.4851.5251.5249.9549.9566.5266.5282.3382.3393.5993.59v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 93.595 · range [-65.92, 93.59] · μ 1.260 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=573.0062 · σ=281.7985 · range [113.3490, 1072.0597] · R²=0.469▼ FALLING -39.10%σ EXTREME 49.18%LAST 374.37951072.0597832.3820592.7044353.0267113.3490μ = 573.0062max 1072.0597min 113.3490dataMA(3)OLS R²=0.47μ lineμ ± σ bandmaxmin
latest 374.38% · range [113.35%, 1072.06%] · μ 573.01% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.285 · σ=0.232MEAN-REVERSIONLAST -0.375 (-0.39σ vs μ)0.8220.4110.000-0.411-0.822μ = -0.2850.0050.005-0.511-0.511-0.669-0.669-0.658-0.658-0.193-0.193-0.342-0.342-0.303-0.303-0.153-0.153-0.308-0.308-0.191-0.191-0.163-0.163-0.054-0.054-0.007-0.007-0.145-0.145-0.822-0.822-0.229-0.229-0.119-0.119-0.173-0.173-0.375-0.375v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.375 · |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
15.6313
p-VALUE (log scale)
0.0004
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
1.7689
p-VALUE (log scale)
0.8806
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
-1.4877
p-VALUE (log scale)
0.5392
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
-0.6626
p-VALUE (log scale)
0.5076
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.4184
p-VALUE (log scale)
0.0692
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
0.2707
p-VALUE (log scale)
0.7866
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.082 ≈ 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=4.33e-3 · top T=3.00h (15.6%) · top-3 cover 45.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)8.1e-36.1e-34.1e-32.0e-30.0e+0μ noise floorperiod 24.0 · power 8.10e-3 · 15.6% energyperiod 24.0 · power 8.10e-3 · 15.6% energyperiod 12.0 · power 2.75e-3 · 5.3% energyperiod 12.0 · power 2.75e-3 · 5.3% energyperiod 8.0 · power 7.33e-3 · 14.1% energyperiod 8.0 · power 7.33e-3 · 14.1% energyperiod 6.0 · power 1.14e-3 · 2.2% energyperiod 6.0 · power 1.14e-3 · 2.2% energyperiod 4.8 · power 2.74e-3 · 5.3% energyperiod 4.8 · power 2.74e-3 · 5.3% energyperiod 4.0 · power 2.30e-3 · 4.4% energyperiod 4.0 · power 2.30e-3 · 4.4% energyperiod 3.4 · power 3.04e-3 · 5.8% energyperiod 3.4 · power 3.04e-3 · 5.8% energyperiod 3.0 · power 8.11e-3 · 15.6% energyperiod 3.0 · power 8.11e-3 · 15.6% energyperiod 2.7 · power 3.55e-3 · 6.8% energyperiod 2.7 · power 3.55e-3 · 6.8% energyperiod 2.4 · power 5.48e-3 · 10.6% energyperiod 2.4 · power 5.48e-3 · 10.6% energyperiod 2.2 · power 7.31e-3 · 14.1% energyperiod 2.2 · power 7.31e-3 · 14.1% energyperiod 2.0 · power 6.67e-5 · 0.1% energyperiod 2.0 · power 6.67e-5 · 0.1% energy50% by T=3.4h#1 dominantT=3.00h#2T=24.00h#3T=8.00hT=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 ≈ 3.00h (freq 0.333) · concentrates 15.6% of total energy · Σ|X̂|²/n = 5.193e-2

▸ Depth section using sovereign-store price series (377 bars · effective 1753005 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 47.2 d · σ/bar 1.094pp · expected |Δp| over horizon 36.80ppterminal variance p(1−p) = 0.2494 · n = 377✓ n = 377
μ per bar
-0.008pp
average Δp · drift
σ per bar
1.094pp
one-bar volatility · logit-free
Per-day movedaily
5.36pp
σ × √24
Per-horizon move47d
36.80pp
σ × √1132.3131986111111
Terminal variancebinary
0.2494
p(1−p) at resolution
Current pricep
47.5¢
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 1.81pp · ES₉₅ 2.26pp · method parametric · drift-correcteddrift -0.008pp/bar · quantised: yes · median step 2.00pp · unique ratio 0.02✓ n = 377
VaR 95%
1.81pp
1.645·σ (parametric) of Δp
ES 95%
2.26pp
mean of the tail
Max drawdown
39.6pp
peak 50.5¢ → trough 30.5¢
Median step
2.00pp
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
47.5%
= price
Decimal oddsEU
2.105
total return per $1
AmericanUS
+111
$100 wins $111
FractionalUK
1.11 / 1
profit per $1 risked
Profit per $100stake
+$110.53
clean dollar framing
-1000-5000+500+1000020406080100you · 47.5%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)
0.998 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.998 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.07 bit
self-information
Surprise · NO−log₂(1−p)
0.93 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
83417229776669942487067156786322373588659284537790911820710377293101654223247
NO token ID
38897897387634273375128129800857627514298444637981800287265410116990349035361
Snapshot fetched
2026-06-14 23:40:12 UTC
Snapshot age
9ms
History points
25 CLOB mids
Page rendered
2026-06-14 23:40:12 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
13a7ca0a598d2f2eb120942ec70021ed853aed7084ff14570549bec9df7a728d · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDDraw100.0¢HL PREDSpain91.3¢HL PREDUruguay65.7¢POLYMARKETWill Netherlands win on 2026-06-14?0¢POLYMARKETUS x Iran permanent peace deal by June 15, 2026?83¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$65,583.5HL PERPETH-USD perpetual$1,720.55HL PERPHYPE-USD perpetual$63.9

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
$0
bid $0 · ask $0
Mid price
0.430000
(best bid + best ask) / 2
Spread
930.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.618
ask-heavy
Imbalance (top-5)
-0.016
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-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5342072423.43bp0.58000010FILLED
BUY$10.00K0.6845895920.68bp0.75000021FILLED
BUY$100.00K0.87106710257.37bp0.97000039FILLED
SELL$1.00K0.1459246606.41bp0.10000019FILLED
SELL$10.00K0.0764918221.14bp0.01000025PARTIAL
SELL$100.00K0.0764918221.14bp0.01000025PARTIAL

Risk metrics

▸ sovereign store · 377 barsperiods/year ≈ 1.75M
Realized vol (annualised)
3794.74%
σ per bar = 0.028661
Mean return (annualised)
-28553.30%
μ per bar = -0.000163
Sharpe (rf=0)
-7.52
annualised; risk-free assumed zero
Max drawdown
39.60%
peak 0.51 → trough 0.30 over 66 bars

/api/asset/pm-will-donald-trump-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067/risk · same metrics, JSON