POLYMARKET · PREDICTION MARKET · WHO WILL ATTEND THE NEXT US X IRAN DIPLOMATIC MEETING?

Will J.D. Vance attend the next US x Iran diplomatic meeting?

YES · live
77.0¢
NO · live
23.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-jd-vance-attend-the-next-us-x-iran-diplomatic-meeting · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
4.07%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
265
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-jd-vance-attend-the-next-us-x-iran-diplomatic-meeting/bundle · venue execution: polymarket
LIVEPOLL0SRCFRESH14ms--:--:-- 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
77.0¢
NO · live
23.0¢
YES price · live 24h
n=25 · μ=0.5124 · σ=0.2439 · range [0.2840, 0.8360] · R²=0.714 RISING +118.92%σ EXTREME 47.59%LAST 0.76950.83600.69800.56000.42200.2840μ = 0.5124max 0.8360min 0.2840dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 76.95¢
YES / NO split · live
YES 77.0%NO 23.0%YES77.0%77.00¢ · odds 1/1.30
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.778 / 1.00 bits (78%) · moderate uncertainty
YES
77.0%77.0¢1.30× +0.00pp
NO
23.0%23.0¢4.35× +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=7,930 · μ=330.4 · σ=1021.1 · CV=3.09BURSTY · concentratedcumulative energy ↗ · 50% by h=1401,2642,5283,7915,055μ = 3305,05550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 7930bp moved · peak 5055bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
snapshot age
14ms
YES mid
77.00¢ (77.00%)
NO mid
23.00¢ (23.00%)
ΣΣ sides
100.00%
arb gap
0.000pp
$24h vol $
$22.0k
liquidity $
$26.0k
history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5124 · σ=0.2439 · range [0.2840, 0.8360] · R²=0.714 RISING +118.92%σ EXTREME 47.59%LAST 0.76950.83600.69800.56000.42200.2840μ = 0.5124max 0.8360min 0.2840dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 76.95¢
NO price · CLOB mid
n=25 · μ=0.4876 · σ=0.2439 · range [0.1640, 0.7160] · R²=0.714 FALLING -64.46%σ EXTREME 50.02%LAST 0.23050.71600.57800.44000.30200.1640μ = 0.4876max 0.7160min 0.1640dataMA(5)OLS R²=0.71μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 23.05¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0256 · σ=0.0969 · skew=4.15 (right-skewed) · kurt=16.64 (leptokurtic (fat tails))18149505-3.89ppbin -3.89pp · n=5 · 27.8% peakbin -3.89pp · n=5 · 27.8% peak181.84ppbin 1.84pp · n=18 · 100.0% peakbin 1.84pp · n=18 · 100.0% peak7.58pp13.30pp19.04pp24.77pp30.50pp36.23pp41.96pp147.69ppbin 47.69pp · n=1 · 5.6% peakbin 47.69pp · n=1 · 5.6% 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=4.28 · kurt=17.38 · near 5 / mid 14 / far 5 · OLS slope=0.60 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALTHIN LOWER TAIL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=+2.66σsample ↓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=-2.00)
μ MEAN51.24¢95% CI: [41.68¢, 60.80¢]
σ STD DEV24.39ppσ² = 594.786 · CV = 47.59%
med MEDIAN32.05¢Q₁ 29.55¢ · Q₃ 76.95¢
FIVE-NUMBER SUMMARY · BOX PLOT
min 28.40¢Q₁ 29.55¢med 32.05¢Q₃ 76.95¢max 83.60¢μ
SKEWNESS · G₁0.230approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.997platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.79
σ × 1.349 ↔ IQRdiverges from normalratio = 0.69
range ↔ σconcentrated (range < 4σ)range / σ = 2.26
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: INDETERMINATE · weak signal at n=24
ρ(1) AUTOCORR+0.006within white-noise band
ρ(2) AUTOCORR-0.128lag-2 not significant
H · HURST EXPONENT0.899strongly persistent
OLS TREND · t-STAT+7.573significant @ α=0.05
HURST EXPONENT [0, 1]
H = 0.899STRONGLY PERSISTENT
0
anti-persistent
0.45
mean-reverting
0.5
random walk
0.55
persistent
1
strongly trending
AUTOCORRELATION FUNCTION · ρ(k) for k=1..5
k=1+0.006k=2-0.128k=3-0.020k=4-0.060k=5-0.0990+1−1+0.410.41+ momentum (ρ > +0.41)− reversal (ρ < −0.41)noise (within band)±2/√n threshold
OLS TREND · t-STAT · [-5, +5]
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.80very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.57)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 ID1986506
SLUGwill-jd-vance-at…atic-meeting
CATEGORYWho will attend the next US x Iran diplomatic meeting?
TWO-SIDED PRICING
PRIMARY · YES77.00¢implied prob 77.00% · decimal odds 1.30×
COUNTER · NO23.00¢implied prob 23.00% · decimal odds 4.35×
77.00¢
23.00¢
Σ-SIDES ARBITRAGE TEST
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITY
24H VOLUME22.01k USD 24h
LIQUIDITY26.00k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (77¢)|primary − counter| = 0.540 · entropy 0.778 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 77.0%NO 23.0%YES77.0%H = 0.778 / 1.00 bits
Probability scale (YES)
0%25%50%
fair
75%100%
Implied decimal odds
YES1.30×(77¢)NO4.35×(23¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.778 bits (78% 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 2026-06-30 00:00 UTC
14days
16hrs
34min
YES$1.00(P = 77.0%)
NO$0.00(P = 23.0%)
current: $0.7700 · expected return per side: $0.23 on YES hit · $0.77 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.3dRESOLVESP projection · σ=24.39% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 119.477 pp/day
now14.69d left
119.477 pp/day×1.00
−25%11.02d left
137.961 pp/day×1.15
−50%7.35d left
168.967 pp/day×1.41
−75%3.67d left
238.955 pp/day×2.00
−90%1.47d left
377.821 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 50.55% · worst -6.75% · typical |Δ| 3.30%MILD BULLISH +41.80%BEST+50.55%14hWORST-6.75%1hTYPICAL |Δ|3.30%mean absoluteCUMULATIVE+41.80%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -0.45% · Σ -3.15%EUROPE · 08-16 UTCμ +6.45% · Σ +51.60%US · 16-24 UTCμ -0.82% · Σ -6.60%CUMULATIVE Δ PATH · final +41.80%+48.45%-6.75%-6.75% · 1h-6.75% · 1h-6.75%1h▼ WORST0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.00% · 4h0.00% · 4h·4h0.90% · 5h0.90% · 5h0.90%5h-0.20% · 6h-0.20% · 6h-0.20%6h2.90% · 7h2.90% · 7h2.90%7h0.05% · 8h0.05% · 8h0.05%8h-2.50% · 9h-2.50% · 9h-2.50%9h0.65% · 10h0.65% · 10h0.65%10h-0.20% · 11h-0.20% · 11h-0.20%11h0.55% · 12h0.55% · 12h0.55%12h-0.15% · 13h-0.15% · 13h-0.15%13h50.55% · 14h50.55% · 14h50.55%14h★ BEST2.65% · 15h2.65% · 15h2.65%15h-5.45% · 16h-5.45% · 16h-5.45%16h1.00% · 17h1.00% · 17h1.00%17h-1.70% · 18h-1.70% · 18h-1.70%18h-0.65% · 19h-0.65% · 19h-0.65%19h-1.10% · 20h-1.10% · 20h-1.10%20h0.75% · 21h0.75% · 21h0.75%21h0.50% · 22h0.50% · 22h0.50%22h0.05% · 23h0.05% · 23h0.05%23h-0.05% · 24h-0.05% · 24h-0.05%24hTIME PATTERNEurope-led (+51.60%)RUNSup max 3 · down max 3BREADTH46% up · 42% down · 13% flat
11 up bars · 10 down · best 50.55% · worst -6.75% · typical |Δ| 3.304%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsPROFITABLE +37.19%FINAL+37.19%MAX DD-7.76%RECOVERYONGOING · 9 barsMAX RUN-UP+46.90%UNDERWATER22/25 (88%)STREAK↘ 1EQUITY CURVE · end 1.3719 · peak 1.4690 · range [0.9325, 1.4690]1.46900.9325break-even = 1★ PEAK 1.4690UNDERWATER DRAWDOWN · max -7.76% · significant0%-7.76%▼ TROUGH -7.76%TOP DRAWDOWN PERIODS · 2 total#1 -7.76%bar 17-25 · 9 bars · ONGOING#2 -6.75%bar 2-14 · 13 bars · recoveredDD SEVERITYsignificant (max -7.76%)RECOVERYongoing · 9 barsTIME UNDER WATER88% of session · 22/25 bars
final equity 1.3719 (37.19%) · max DD -7.76% · time-under-water 22/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +12 / −7 (63% positive) · μ=8.63 · σ=31.72MIXED EDGELAST -11.24 (-0.63σ vs μ)47.9823.990.00-23.99-47.98μ = 8.63-33.24-33.2447.1347.1347.9847.9810.2610.2616.0016.006.296.2913.0313.03-21.70-21.7036.6736.6741.3841.3835.5835.5836.6336.6334.6534.6534.2234.22-29.84-29.84-47.76-47.76-16.95-16.95-35.09-35.09-11.24-11.24v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -11.238 · range [-47.76, 47.98] · μ 8.630 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=722.0611 · σ=863.0458 · range [64.9569, 1979.9301] · R²=0.030 FALLING -75.56%σ EXTREME 119.53%LAST 64.95691979.93011501.18681022.4435543.700264.9569μ = 722.0611max 1979.9301min 64.9569dataMA(3)OLS R²=0.03μ lineμ ± σ bandmaxmin
latest 64.96% · range [64.96%, 1979.93%] · μ 722.06% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +3 / −16 (16% positive) · μ=-0.165 · σ=0.212MEAN-REVERSIONLAST 0.123 (+1.36σ vs μ)0.7030.3520.000-0.352-0.703μ = -0.165-0.007-0.007-0.217-0.217-0.451-0.451-0.097-0.097-0.164-0.164-0.163-0.163-0.094-0.094-0.385-0.385-0.038-0.038-0.199-0.199-0.172-0.172-0.160-0.160-0.151-0.1510.0360.036-0.703-0.703-0.385-0.385-0.149-0.1490.2380.2380.1230.123v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.123 · |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
564.3569
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
0.9115
p-VALUE (log scale)
0.9673
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
-0.8725
p-VALUE (log scale)
0.7991
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
1.5816
p-VALUE (log scale)
0.1137
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (15 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7536
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
-0.0653
p-VALUE (log scale)
0.9479
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.980 ≈ 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=1.11e-2 · top T=8.00h (12.7%) · top-3 cover 33.3%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)1.7e-21.3e-28.5e-34.2e-30.0e+0μ noise floorperiod 24.0 · power 1.18e-2 · 8.8% energyperiod 24.0 · power 1.18e-2 · 8.8% energyperiod 12.0 · power 8.59e-3 · 6.4% energyperiod 12.0 · power 8.59e-3 · 6.4% energyperiod 8.0 · power 1.69e-2 · 12.7% energyperiod 8.0 · power 1.69e-2 · 12.7% energyperiod 6.0 · power 9.91e-3 · 7.4% energyperiod 6.0 · power 9.91e-3 · 7.4% energyperiod 4.8 · power 1.06e-2 · 7.9% energyperiod 4.8 · power 1.06e-2 · 7.9% energyperiod 4.0 · power 1.35e-2 · 10.1% energyperiod 4.0 · power 1.35e-2 · 10.1% energyperiod 3.4 · power 1.41e-2 · 10.5% energyperiod 3.4 · power 1.41e-2 · 10.5% energyperiod 3.0 · power 1.33e-2 · 9.9% energyperiod 3.0 · power 1.33e-2 · 9.9% energyperiod 2.7 · power 6.84e-3 · 5.1% energyperiod 2.7 · power 6.84e-3 · 5.1% energyperiod 2.4 · power 1.31e-2 · 9.8% energyperiod 2.4 · power 1.31e-2 · 9.8% energyperiod 2.2 · power 6.30e-3 · 4.7% energyperiod 2.2 · power 6.30e-3 · 4.7% energyperiod 2.0 · power 8.74e-3 · 6.5% energyperiod 2.0 · power 8.74e-3 · 6.5% energy50% by T=4.0h#1 dominantT=8.00h#2T=3.43h#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 ≈ 8.00h (freq 0.125) · concentrates 12.7% of total energy · Σ|X̂|²/n = 1.337e-1

▸ Depth section using sovereign-store price series (265 bars · effective 1753297 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 14.7 d · σ/bar 0.003pp · expected |Δp| over horizon 0.06ppterminal variance p(1−p) = 0.1771 · n = 265n = 265
μ per bar
+0.000pp
average Δp · drift
σ per bar
0.003pp
one-bar volatility · logit-free
Per-day movedaily
0.02pp
σ × √24
Per-horizon move15d
0.06pp
σ × √352.5675436111111
Terminal variancebinary
0.1771
p(1−p) at resolution
Current pricep
77.0¢
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 0.00pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift +0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01n = 265
VaR 95%
0.00pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
0.0pp
peak 77.0¢ → trough 77.0¢
Median step
0.05pp
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
77.0%
= price
Decimal oddsEU
1.299
total return per $1
AmericanUS
-335
risk $335 to win $100
FractionalUK
0.30 / 1
profit per $1 risked
Profit per $100stake
+$29.87
clean dollar framing
-1000-5000+500+1000020406080100you · 77.0%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)
0.778 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.778 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.38 bit
self-information
Surprise · NO−log₂(1−p)
2.12 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
21097065272712900144918513504038909932301820226410661672750103638507069150602
NO token ID
106932333338092824482299797532162851408626559360974957465322789892566561005702
Snapshot fetched
2026-06-15 07:25:56 UTC
Snapshot age
14ms
History points
25 CLOB mids
Page rendered
2026-06-15 07:25:56 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
edfaf4c6073c111fc325187d07dea8fcc234de8d429a3d27abc17f6244079cca · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

Also see: /arb opportunities · RSS feed · more in Who will attend the next US x Iran diplomatic meeting?

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
$176
bid $130 · ask $46
Mid price
0.752000
(best bid + best ask) / 2
Spread
53.2bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.505
bid-heavy
Imbalance (top-5)
-0.228
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-jd-vance-attend-the-next-us-x-iran-diplomatic-meeting/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.774183294.99bp0.7760006FILLED
BUY$10.00K0.825898982.69bp0.91000021FILLED
BUY$100.00K0.9710732913.20bp0.99900046FILLED
SELL$1.00K0.699906692.74bp0.59400012FILLED
SELL$10.00K0.4458734070.83bp0.31000033FILLED
SELL$100.00K0.0607469192.21bp0.00100077PARTIAL

Risk metrics

sovereign store · 265 barsperiods/year ≈ 1.75M
Realized vol (annualised)
5.29%
σ per bar = 0.000040
Mean return (annualised)
431.39%
μ per bar = 0.000002
Sharpe (rf=0)
81.49
annualised; risk-free assumed zero
Max drawdown
0.00%
peak 0.77 → trough 0.77 over 0 bars

/api/asset/pm-will-jd-vance-attend-the-next-us-x-iran-diplomatic-meeting/risk · same metrics, JSON