POLYMARKET · PREDICTION MARKET · JD VANCE DIPLOMATIC MEETING WITH IRAN BY...?

Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?

YES · live
80.0¢
NO · live
20.0¢

▸ Advanced metrics · M2M bundle

polymarket · will-jd-vance-have-a-diplomatic-meeting-with-iran-by-june-30-2026 · fresh · feed 14s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
448.15%
max drawdown
13.74%
sharpe
—
ulcer index
7.51%
RMS drawdown
pain index
6.23%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
12.56%
cond. drawdown
gain/pain
1.47
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.47
upside/downside
roll spread
2.2 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-have-a-diplomatic-meeting-with-iran-by-june-30-2026/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING14.4s⏱--:--:-- 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
80.0¢
NO · live
20.0¢
YES price · live 24h
n=25 · μ=0.7518 · σ=0.1132 · range [0.5650, 0.9250] · R²=0.312▼ FALLING -11.60%σ EXTREME 15.06%LAST 0.80000.92500.83500.74500.65500.5650μ = 0.7518max 0.9250min 0.5650dataMA(5)OLS R²=0.31μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 80.00¢
YES / NO split · live
YES 80.0%NO 20.0%YES80.0%80.00¢ · odds 1/1.25
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.722 / 1.00 bits (72%) · moderate uncertainty
YES
80.0%80.0¢1.25×▬ +0.00pp
NO
20.0%20.0¢5.00×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=8,950 · μ=372.9 · σ=580.9 · CV=1.56BURSTY · concentratedcumulative energy ↗ · 50% by h=1306631,3251,9882,650μ = 3732,65050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 8950bp moved · peak 2650bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
14.4s
▲YES mid
80.00¢ (80.00%)
▼NO mid
20.00¢ (20.00%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$34.0k
≋liquidity $
$18.7k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.7518 · σ=0.1132 · range [0.5650, 0.9250] · R²=0.312▼ FALLING -11.60%σ EXTREME 15.06%LAST 0.80000.92500.83500.74500.65500.5650μ = 0.7518max 0.9250min 0.5650dataMA(5)OLS R²=0.31μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 80.00¢
NO price · CLOB mid
n=25 · μ=0.2482 · σ=0.1132 · range [0.0750, 0.4350] · R²=0.312▲ RISING +110.53%σ EXTREME 45.62%LAST 0.20000.43500.34500.25500.16500.0750μ = 0.2482max 0.4350min 0.0750dataMA(5)OLS R²=0.31μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 20.00¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0067 · σ=0.0648 · skew=-1.96 (left-skewed) · kurt=5.41 (leptokurtic (fat tails))1085301-24.58ppbin -24.58pp · n=1 · 10.0% peakbin -24.58pp · n=1 · 10.0% peak-20.73pp-16.88pp-13.03pp2-9.18ppbin -9.18pp · n=2 · 20.0% peakbin -9.18pp · n=2 · 20.0% peak-5.33pp10-1.48ppbin -1.48pp · n=10 · 100.0% peakbin -1.48pp · n=10 · 100.0% peak82.37ppbin 2.37pp · n=8 · 80.0% peakbin 2.37pp · n=8 · 80.0% peak26.22ppbin 6.22pp · n=2 · 20.0% peakbin 6.22pp · n=2 · 20.0% peak110.08ppbin 10.08pp · n=1 · 10.0% peakbin 10.08pp · 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=-2.20 · kurt=6.80 · near 11 / mid 12 / far 1 · OLS slope=0.87 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALMILDLY HEAVY LOWER-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.80σsample ↓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=-1.34)
μ MEAN75.18¢95% CI: [70.74¢, 79.62¢]
σ STD DEV11.32ppσ² = 128.185 · CV = 15.06%
med MEDIAN79.50¢Q₁ 61.50¢ · Q₃ 82.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 36.00pp · IQR 21.00pp (1.349σ→15.27pp)
min 56.50¢Q₁ 61.50¢med 79.50¢Q₃ 82.50¢max 92.50¢μ
SKEWNESS · G₁-0.392approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.340platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.38
σ × 1.349 ↔ IQRdiverges from normalratio = 0.73
range ↔ σconcentrated (range < 4σ)range / σ = 3.18
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-0.098within white-noise band
ρ(2) AUTOCORR-0.183lag-2 not significant
H · HURST EXPONENT1.055strongly persistent
OLS TREND · t-STAT-3.229significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 1.055
H = 1.055STRONGLY 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=1-0.098k=2-0.183k=3+0.250k=4+0.012k=5-0.1410+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|=3.23)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONINDETERMINATE · weak signal at n=24from Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.23)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 ID2126547
SLUGwill-jd-vance-ha…june-30-2026
CATEGORYJD Vance diplomatic meeting with Iran by...?
TWO-SIDED PRICINGFAVOURS YES (80¢)
PRIMARY · YES80.00¢implied prob 80.00% · decimal odds 1.25×
COUNTER · NO20.00¢implied prob 20.00% · decimal odds 5.00×
80.00¢
20.00¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME33.97k USD 24h
LIQUIDITY18.68k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS YES (80¢)|primary − counter| = 0.600 · entropy 0.722 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 80.0%NO 20.0%YES p̂80.0%H = 0.722 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES1.25×(80¢)NO5.00×(20¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.722 bits (72% 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 · LOWresolves 2026-06-30 00:00 UTC
11days
12hrs
53min
11.54 days·θ = 55.466 pp/day
YES →$1.00(P = 80.0%)
NO →$0.00(P = 20.0%)
current: $0.8000 · expected return per side: $0.20 on YES hit · $0.80 on NO hit
0%25%50%75%100%YES $1NO $0NOW+5.8dRESOLVESP projection · σ=11.32% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 55.466 pp/day
now11.54d left
55.466 pp/day×1.00
−25%8.65d left
64.046 pp/day×1.15
−50%5.77d left
78.440 pp/day×1.41
−75%2.88d left
110.931 pp/day×2.00
−90%1.15d left
175.398 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 12.00% · worst -26.50% · typical |Δ| 3.73%MILD BEARISH -10.50%BEST+12.00%21hWORST-26.50%13hTYPICAL |Δ|3.73%mean absoluteCUMULATIVE-10.50%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ -1.21% · Σ -8.50%EUROPE · 08-16 UTCμ -2.75% · Σ -22.00%US · 16-24 UTCμ +2.50% · Σ +20.00%CUMULATIVE Δ PATH · final -10.50%+2.00%-34.00%2.00% · 1h2.00% · 1h2.00%1h-3.00% · 2h-3.00% · 2h-3.00%2h-10.00% · 3h-10.00% · 3h-10.00%3h0.00% · 4h0.00% · 4h·4h4.50% · 5h4.50% · 5h4.50%5h-0.50% · 6h-0.50% · 6h-0.50%6h-1.50% · 7h-1.50% · 7h-1.50%7h0.50% · 8h0.50% · 8h0.50%8h0.00% · 9h0.00% · 9h·9h-7.50% · 10h-7.50% · 10h-7.50%10h2.50% · 11h2.50% · 11h2.50%11h5.50% · 12h5.50% · 12h5.50%12h-26.50% · 13h-26.50% · 13h-26.50%13h▼ WORST2.00% · 14h2.00% · 14h2.00%14h1.50% · 15h1.50% · 15h1.50%15h-1.00% · 16h-1.00% · 16h-1.00%16h0.00% · 17h0.00% · 17h·17h2.50% · 18h2.50% · 18h2.50%18h0.00% · 19h0.00% · 19h·19h3.50% · 20h3.50% · 20h3.50%20h12.00% · 21h12.00% · 21h12.00%21h★ BEST3.00% · 22h3.00% · 22h3.00%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNUS-led (+20.00%)RUNSup max 3 · down max 2BREADTH46% up · 29% down · 25% flat
11 up bars · 7 down · best 12.00% · worst -26.50% · typical |Δ| 3.729%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -15.48%FINAL-15.48%MAX DD-33.94%RECOVERYONGOING · 23 barsMAX RUN-UP+2.00%UNDERWATER23/25 (92%)STREAK▬ 0EQUITY CURVE · end 0.8452 · peak 1.0200 · range [0.6738, 1.0200]1.02000.6738break-even = 1★ PEAK 1.0200UNDERWATER DRAWDOWN · max -33.94% · severe0%-33.94%▼ TROUGH -33.94%TOP DRAWDOWN PERIODS · 1 total#1 -33.94%bar 3-25 · 23 bars · ONGOINGDD SEVERITYsevere (max -33.94%)RECOVERYongoing · 23 barsTIME UNDER WATER92% of session · 23/25 bars
final equity 0.8452 (-15.48%) · max DD -33.94% · time-under-water 23/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −12 (37% positive) · μ=5.54 · σ=42.72MIXED EDGELAST 62.03 (+1.32σ vs μ)73.9937.000.00-37.00-73.99μ = 5.54-21.81-21.81-34.40-34.40-22.79-22.7922.5722.57-18.02-18.02-29.72-29.72-1.79-1.79-33.94-33.94-31.57-31.57-29.31-29.31-21.04-21.04-24.70-24.70-29.67-29.6757.0957.0959.1259.1255.2255.2273.9973.9973.9973.9962.0362.03v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 62.034 · range [-34.40, 73.99] · μ 5.540 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=591.5988 · σ=367.0108 · range [127.8749, 1120.6984] · R²=0.001▼ FALLING -7.08%σ EXTREME 62.04%LAST 435.40901120.6984872.4926624.2867376.0808127.8749μ = 591.5988max 1120.6984min 127.8749dataMA(3)OLS R²=0.00μ lineμ ± σ bandmaxmin
latest 435.41% · range [127.87%, 1120.70%] · μ 591.60% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +6 / −13 (32% positive) · μ=-0.142 · σ=0.210MEAN-REVERSIONLAST 0.106 (+1.18σ vs μ)0.5000.2500.000-0.250-0.500μ = -0.1420.0840.0840.1320.132-0.006-0.006-0.186-0.186-0.052-0.052-0.500-0.500-0.064-0.064-0.243-0.243-0.461-0.461-0.386-0.386-0.337-0.337-0.411-0.411-0.087-0.087-0.182-0.182-0.292-0.2920.1470.1470.0280.0280.0100.0100.1060.106v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 0.106 · |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
98.8379
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
3.7251
p-VALUE (log scale)
0.5919
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
-1.8147
p-VALUE (log scale)
0.3835
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
0.7407
p-VALUE (log scale)
0.4588
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (11 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.4714
p-VALUE (log scale)
0.0481
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
-0.6030
p-VALUE (log scale)
0.5465
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.817 ≈ 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=4.68e-3 · top T=3.43h (26.7%) · top-3 cover 51.2%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.5e-21.1e-27.5e-33.7e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 4.71e-3 · 8.4% energyperiod 24.0 · power 4.71e-3 · 8.4% energyperiod 12.0 · power 6.44e-3 · 11.5% energyperiod 12.0 · power 6.44e-3 · 11.5% energyperiod 8.0 · power 4.38e-4 · 0.8% energyperiod 8.0 · power 4.38e-4 · 0.8% energyperiod 6.0 · power 1.95e-3 · 3.5% energyperiod 6.0 · power 1.95e-3 · 3.5% energyperiod 4.8 · power 6.18e-3 · 11.0% energyperiod 4.8 · power 6.18e-3 · 11.0% energyperiod 4.0 · power 6.01e-4 · 1.1% energyperiod 4.0 · power 6.01e-4 · 1.1% energyperiod 3.4 · power 1.50e-2 · 26.7% energyperiod 3.4 · power 1.50e-2 · 26.7% energyperiod 3.0 · power 7.35e-3 · 13.1% energyperiod 3.0 · power 7.35e-3 · 13.1% energyperiod 2.7 · power 3.28e-3 · 5.9% energyperiod 2.7 · power 3.28e-3 · 5.9% energyperiod 2.4 · power 5.50e-3 · 9.8% energyperiod 2.4 · power 5.50e-3 · 9.8% energyperiod 2.2 · power 2.96e-3 · 5.3% energyperiod 2.2 · power 2.96e-3 · 5.3% energyperiod 2.0 · power 1.75e-3 · 3.1% energyperiod 2.0 · power 1.75e-3 · 3.1% energy50% by T=3.4h#1 dominantT=3.43h#2T=3.00h#3T=12.00hT=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 26.7% of total energy · Σ|X̂|²/n = 5.613e-2

▸ Depth section using sovereign-store price series (2639 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 11.5 d · σ/bar 0.498pp · expected |Δp| over horizon 8.28ppterminal variance p(1−p) = 0.1600 · n = 2639✓ n = 2639
μ per bar
+0.005pp
average Δp · drift
σ per bar
0.498pp
one-bar volatility · logit-free
Per-day movedaily
2.44pp
σ × √24
Per-horizon move12d
8.28pp
σ × √276.8943713888889
Terminal variancebinary
0.1600
p(1−p) at resolution
Current pricep
80.0¢
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 0.81pp · ES₉₅ 1.02pp · method parametric · drift-correcteddrift +0.005pp/bar · quantised: yes · median step 0.50pp · unique ratio 0.01✓ n = 2639
VaR 95%
0.81pp
1.645·σ (parametric) of Δp
ES 95%
1.02pp
mean of the tail
Max drawdown
31.9pp
peak 83.0¢ → trough 56.5¢
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
80.0%
= price
Decimal oddsEU
1.250
total return per $1
AmericanUS
-400
risk $400 to win $100
FractionalUK
0.25 / 1
profit per $1 risked
Profit per $100stake
+$25.00
clean dollar framing
-1000-5000+500+1000020406080100you · 80.0%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)
0.722 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.722 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
0.32 bit
self-information
Surprise · NO−log₂(1−p)
2.32 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
96256282149059334145104229731621903474625551105714342346451402267699842815072
NO token ID
7481178834803412470854311692383161037480911785167149926314340558372220497150
Snapshot fetched
2026-06-18 11:06:05 UTC
Snapshot age
14.4s
History points
25 CLOB mids
Page rendered
2026-06-18 11:06:20 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
9cdb50afb0bc92f08a6c7a4d8ef971667c867c94cb5fa90eafb6f985e0c58b30 · 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 JD Vance diplomatic meeting with Iran by...?

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
0.800000
(best bid + best ask) / 2
Spread
250.0bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.715
bid-heavy
Imbalance (top-5)
-0.566
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-have-a-diplomatic-meeting-with-iran-by-june-30-2026/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.872386904.82bp0.9100006FILLED
BUY$10.00K0.9505211881.51bp0.98000012FILLED
BUY$100.00K0.9685002106.25bp0.99000013PARTIAL
SELL$1.00K0.6099342375.83bp0.50000017FILLED
SELL$10.00K0.3005466243.18bp0.18000036FILLED
SELL$100.00K0.1290558386.82bp0.01000049PARTIAL

Risk metrics

▸ sovereign store · 2,639 barsperiods/year ≈ 1.75M
Realized vol (annualised)
929.67%
σ per bar = 0.007023
Mean return (annualised)
12277.89%
μ per bar = 0.000070
Sharpe (rf=0)
13.21
annualised; risk-free assumed zero
Max drawdown
31.93%
peak 0.83 → trough 0.56 over 522 bars

/api/asset/pm-will-jd-vance-have-a-diplomatic-meeting-with-iran-by-june-30-2026/risk · same metrics, JSON