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

Will JD Vance attend the US-Iran Signing Ceremony?

YES · live
42.5¢
NO · live
57.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-jd-vance-attend-the-us-iran-signing-ceremony-20260615232204739 · fresh · feed 14s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
809.41%
max drawdown
57.97%
sharpe
—
ulcer index
31.39%
RMS drawdown
pain index
25.05%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
56.94%
cond. drawdown
gain/pain
1.15
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.15
upside/downside
roll spread
3.4 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-jd-vance-attend-the-us-iran-signing-ceremony-20260615232204739/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING13.7s⏱--:--:-- UTC8NEXT8.0sUP0s--:--HIST0/30
▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·
YES · live
42.5¢
NO · live
57.5¢
YES price · live 24h
n=25 · μ=0.5172 · σ=0.2856 · range [0.1450, 0.9350] · R²=0.649▼ FALLING -54.55%σ EXTREME 55.21%LAST 0.42500.93500.73750.54000.34250.1450μ = 0.5172max 0.9350min 0.1450dataMA(5)OLS R²=0.65μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 42.50¢
YES / NO split · live
YES 42.5%NO 57.5%NO57.5%57.50¢ · odds 1/1.74
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.984 / 1.00 bits (98%) · max uncertainty (~50/50)
YES
42.5%42.5¢2.35×▬ +0.00pp
NO
57.5%57.5¢1.74×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=17,400 · μ=725.0 · σ=927.8 · CV=1.28BURSTY · concentratedcumulative energy ↗ · 50% by h=1101,1252,2503,3754,500μ = 7254,50050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 17400bp moved · peak 4500bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
13.7s
▲YES mid
42.50¢ (42.50%)
▼NO mid
57.50¢ (57.50%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$72.4k
≋liquidity $
$8.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.5172 · σ=0.2856 · range [0.1450, 0.9350] · R²=0.649▼ FALLING -54.55%σ EXTREME 55.21%LAST 0.42500.93500.73750.54000.34250.1450μ = 0.5172max 0.9350min 0.1450dataMA(5)OLS R²=0.65μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 42.50¢
NO price · CLOB mid
n=25 · μ=0.4828 · σ=0.2856 · range [0.0650, 0.8550] · R²=0.649▲ RISING +784.62%σ EXTREME 59.15%LAST 0.57500.85500.65750.46000.26250.0650μ = 0.4828max 0.8550min 0.0650dataMA(5)OLS R²=0.65μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 57.50¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0211 · σ=0.1119 · skew=-1.79 (left-skewed) · kurt=4.29 (leptokurtic (fat tails))864201-42.02ppbin -42.02pp · n=1 · 12.5% peakbin -42.02pp · n=1 · 12.5% peak-36.07pp-30.12pp-24.17pp1-18.22ppbin -18.22pp · n=1 · 12.5% peakbin -18.22pp · n=1 · 12.5% peak2-12.27ppbin -12.27pp · n=2 · 25.0% peakbin -12.27pp · n=2 · 25.0% peak4-6.32ppbin -6.32pp · n=4 · 50.0% peakbin -6.32pp · n=4 · 50.0% peak8-0.37ppbin -0.37pp · n=8 · 100.0% peakbin -0.37pp · n=8 · 100.0% peak55.57ppbin 5.57pp · n=5 · 62.5% peakbin 5.57pp · n=5 · 62.5% peak311.53ppbin 11.53pp · n=3 · 37.5% peakbin 11.53pp · n=3 · 37.5% 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=-2.03 · kurt=5.75 · near 14 / mid 9 / far 1 · OLS slope=0.92 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.72σsample ↓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=-1.74)
μ MEAN51.72¢95% CI: [40.53¢, 62.91¢]
σ STD DEV28.56ppσ² = 815.439 · CV = 55.21%
med MEDIAN40.00¢Q₁ 26.50¢ · Q₃ 81.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 79.00pp · IQR 55.00pp (1.349σ→38.52pp)
min 14.50¢Q₁ 26.50¢med 40.00¢Q₃ 81.50¢max 93.50¢μ
SKEWNESS · G₁0.240approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.737platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.41
σ × 1.349 ↔ IQRdiverges from normalratio = 0.70
range ↔ σconcentrated (range < 4σ)range / σ = 2.77
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+0.086within white-noise band
ρ(2) AUTOCORR-0.278lag-2 not significant
H · HURST EXPONENT0.829strongly persistent
OLS TREND · t-STAT-6.519significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.829
H = 0.829STRONGLY 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+0.086k=2-0.278k=3+0.012k=4+0.079k=5+0.0750+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|=6.52)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.74very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=6.52)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 ID2566379
SLUGwill-jd-vance-at…615232204739
CATEGORYWho will attend US-Iran signing ceremony?
TWO-SIDED PRICINGFAVOURS NO (57¢)
PRIMARY · YES42.50¢implied prob 42.50% · decimal odds 2.35×
COUNTER · NO57.50¢implied prob 57.50% · decimal odds 1.74×
42.50¢
57.50¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME72.38k USD 24h
LIQUIDITY8.79k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (57¢)|primary − counter| = 0.150 · entropy 0.984 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 42.5%NO 57.5%YES p̂42.5%H = 0.984 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES2.35×(43¢)NO1.74×(57¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.984 bits (98% 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 2026-07-07 23:59 UTC
19days
12hrs
52min
19.54 days·θ = 139.895 pp/day
YES →$1.00(P = 42.5%)
NO →$0.00(P = 57.5%)
current: $0.4250 · expected return per side: $0.57 on YES hit · $0.42 on NO hit
0%25%50%75%100%YES $1NO $0NOW+9.8dRESOLVESP projection · σ=28.56% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 139.895 pp/day
now19.54d left
139.895 pp/day×1.00
−25%14.65d left
161.537 pp/day×1.15
−50%9.77d left
197.841 pp/day×1.41
−75%4.88d left
279.789 pp/day×2.00
−90%1.95d left
442.386 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 14.50% · worst -45.00% · typical |Δ| 7.25%MILD BEARISH -51.00%BEST+14.50%12hWORST-45.00%10hTYPICAL |Δ|7.25%mean absoluteCUMULATIVE-51.00%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.79% · Σ -12.50%EUROPE · 08-16 UTCμ -8.31% · Σ -66.50%US · 16-24 UTCμ +3.50% · Σ +28.00%CUMULATIVE Δ PATH · final -51.00%+0.00%-79.00%0.00% · 1h0.00% · 1h·1h-7.00% · 2h-7.00% · 2h-7.00%2h-2.50% · 3h-2.50% · 3h-2.50%3h-4.00% · 4h-4.00% · 4h-4.00%4h-2.00% · 5h-2.00% · 5h-2.00%5h5.50% · 6h5.50% · 6h5.50%6h-2.50% · 7h-2.50% · 7h-2.50%7h0.50% · 8h0.50% · 8h0.50%8h3.50% · 9h3.50% · 9h3.50%9h-45.00% · 10h-45.00% · 10h-45.00%10h▼ WORST-16.50% · 11h-16.50% · 11h-16.50%11h14.50% · 12h14.50% · 12h14.50%12h★ BEST-3.50% · 13h-3.50% · 13h-3.50%13h-8.50% · 14h-8.50% · 14h-8.50%14h-11.50% · 15h-11.50% · 15h-11.50%15h2.00% · 16h2.00% · 16h2.00%16h0.50% · 17h0.50% · 17h0.50%17h9.50% · 18h9.50% · 18h9.50%18h3.50% · 19h3.50% · 19h3.50%19h4.00% · 20h4.00% · 20h4.00%20h-9.50% · 21h-9.50% · 21h-9.50%21h12.00% · 22h12.00% · 22h12.00%22h6.00% · 23h6.00% · 23h6.00%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+28.00%)RUNSup max 5 · down max 4BREADTH46% up · 46% down · 8% flat
11 up bars · 11 down · best 14.50% · worst -45.00% · typical |Δ| 7.250%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -51.31%FINAL-51.31%MAX DD-62.49%RECOVERYONGOING · 23 barsMAX RUN-UP+0.00%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.4869 · peak 1.0000 · range [0.3751, 1.0000]1.00000.3751break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -62.49% · severe0%-62.49%▼ TROUGH -62.49%TOP DRAWDOWN PERIODS · 1 total#1 -62.49%bar 3-25 · 23 bars · ONGOINGDD SEVERITYsevere (max -62.49%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.4869 (-51.31%) · max DD -62.49% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +6 / −13 (32% positive) · μ=-13.26 · σ=33.08UNPROFITABLE STRATEGYLAST 34.89 (+1.46σ vs μ)56.4828.240.00-28.24-56.48μ = -13.26-37.01-37.01-47.10-47.10-22.74-22.744.204.20-32.78-32.78-44.18-44.18-33.98-33.98-34.80-34.80-42.34-42.34-56.48-56.48-33.16-33.16-11.01-11.01-23.59-23.59-8.95-8.9517.8517.8524.8924.8941.2341.2353.1253.1234.8934.89v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 34.892 · range [-56.48, 53.12] · μ -13.259 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=1017.7504 · σ=621.3968 · range [321.0545, 1954.8598] · R²=0.014▲ RISING +69.70%σ EXTREME 61.06%LAST 669.49231954.85981546.40851137.9572729.5058321.0545μ = 1017.7504max 1954.8598min 321.0545dataMA(3)OLS R²=0.01μ lineμ ± σ bandmaxmin
latest 669.49% · range [321.05%, 1954.86%] · μ 1017.75% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +7 / −12 (37% positive) · μ=-0.083 · σ=0.222CLOSE TO MARTINGALELAST -0.416 (-1.50σ vs μ)0.4750.2380.000-0.238-0.475μ = -0.083-0.046-0.0460.0020.002-0.190-0.190-0.240-0.240-0.099-0.0990.0510.051-0.068-0.068-0.046-0.046-0.109-0.1090.1460.146-0.386-0.3860.0710.0710.2530.2530.3690.3690.0310.031-0.086-0.086-0.475-0.475-0.333-0.333-0.416-0.416v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.416 · |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
74.4921
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
2.7743
p-VALUE (log scale)
0.7372
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
-1.5360
p-VALUE (log scale)
0.5162
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
-0.8739
p-VALUE (log scale)
0.3822
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (10 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.7160
p-VALUE (log scale)
0.0121
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
0.0129
p-VALUE (log scale)
0.9897
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.004 ≈ 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=1.31e-2 · top T=3.43h (17.1%) · top-3 cover 47.6%2 SIGNIFICANT CYCLEScumulative energy ↗ (2 bins above 2× noise)2.7e-22.0e-21.3e-26.7e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.99e-2 · 12.7% energyperiod 24.0 · power 1.99e-2 · 12.7% energyperiod 12.0 · power 5.98e-3 · 3.8% energyperiod 12.0 · power 5.98e-3 · 3.8% energyperiod 8.0 · power 8.03e-3 · 5.1% energyperiod 8.0 · power 8.03e-3 · 5.1% energyperiod 6.0 · power 2.12e-2 · 13.5% energyperiod 6.0 · power 2.12e-2 · 13.5% energyperiod 4.8 · power 2.67e-2 · 17.0% energyperiod 4.8 · power 2.67e-2 · 17.0% energyperiod 4.0 · power 1.13e-2 · 7.2% energyperiod 4.0 · power 1.13e-2 · 7.2% energyperiod 3.4 · power 2.69e-2 · 17.1% energyperiod 3.4 · power 2.69e-2 · 17.1% energyperiod 3.0 · power 7.24e-3 · 4.6% energyperiod 3.0 · power 7.24e-3 · 4.6% energyperiod 2.7 · power 1.88e-2 · 11.9% energyperiod 2.7 · power 1.88e-2 · 11.9% energyperiod 2.4 · power 1.83e-3 · 1.2% energyperiod 2.4 · power 1.83e-3 · 1.2% energyperiod 2.2 · power 8.07e-3 · 5.1% energyperiod 2.2 · power 8.07e-3 · 5.1% energyperiod 2.0 · power 1.35e-3 · 0.9% energyperiod 2.0 · power 1.35e-3 · 0.9% energy50% by T=4.8h#1 dominantT=3.43h#2T=4.80h#3T=6.00hT=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 ≈ 3.43h (freq 0.292) · concentrates 17.1% of total energy · Σ|X̂|²/n = 1.573e-1

▸ Depth section using sovereign-store price series (2605 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 1.314pp · expected |Δp| over horizon 28.46ppterminal variance p(1−p) = 0.2444 · n = 2605✓ n = 2605
μ per bar
-0.001pp
average Δp · drift
σ per bar
1.314pp
one-bar volatility · logit-free
Per-day movedaily
6.44pp
σ × √24
Per-horizon move20d
28.46pp
σ × √468.87789444444445
Terminal variancebinary
0.2444
p(1−p) at resolution
Current pricep
42.5¢
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 2.16pp · ES₉₅ 2.71pp · method parametric · drift-correcteddrift -0.001pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.02✓ n = 2605
VaR 95%
2.16pp
1.645·σ (parametric) of Δp
ES 95%
2.71pp
mean of the tail
Max drawdown
77.5pp
peak 64.5¢ → trough 14.5¢
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
42.5%
= price
Decimal oddsEU
2.353
total return per $1
AmericanUS
+135
$100 wins $135
FractionalUK
1.35 / 1
profit per $1 risked
Profit per $100stake
+$135.29
clean dollar framing
-1000-5000+500+1000020406080100you · 42.5%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)
0.984 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.984 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
1.23 bit
self-information
Surprise · NO−log₂(1−p)
0.80 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
41145237034863707584293541502863185517226457055846042466559730662973103613894
NO token ID
8315435820492636138508743026582543712921881381945107067743839492617543122655
Snapshot fetched
2026-06-18 11:06:05 UTC
Snapshot age
13.7s
History points
25 CLOB mids
Page rendered
2026-06-18 11:06:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
b9dbf00cc64c8a58c3e5291f1c72311c61f1856adb6690931e68540400ce96da · 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$64,082HL PERPHYPE-USD perpetual$72.22HL PERPETH-USD perpetual$1,745.6

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
0.425000
(best bid + best ask) / 2
Spread
2117.6bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.017
ask-heavy
Imbalance (top-5)
+0.324
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-jd-vance-attend-the-us-iran-signing-ceremony-20260615232204739/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.5598193172.22bp0.7000008FILLED
BUY$10.00K0.7776558297.76bp0.88000014FILLED
BUY$100.00K0.88859510908.12bp0.99000022PARTIAL
SELL$1.00K0.2810303387.53bp0.22000010FILLED
SELL$10.00K0.1107107395.07bp0.01000024PARTIAL
SELL$100.00K0.1107107395.07bp0.01000024PARTIAL

Risk metrics

▸ sovereign store · 2,605 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4662.24%
σ per bar = 0.035219
Mean return (annualised)
-5325.73%
μ per bar = -0.000030
Sharpe (rf=0)
-1.14
annualised; risk-free assumed zero
Max drawdown
77.52%
peak 0.65 → trough 0.14 over 521 bars

/api/asset/pm-will-jd-vance-attend-the-us-iran-signing-ceremony-20260615232204739/risk · same metrics, JSON