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

Will Masoud Pezeshkian attend the US-Iran Signing Ceremony?

YES · live
9.2¢
NO · live
90.8¢

▸ Advanced metrics · M2M bundle

polymarket · will-masoud-pezeshkian-attend-the-us-iran-signing-ceremony-20260615232204727 · fresh · feed 4s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
180.97%
max drawdown
30.15%
sharpe
—
ulcer index
14.00%
RMS drawdown
pain index
9.31%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
30.15%
cond. drawdown
gain/pain
1.36
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.36
upside/downside
roll spread
3.6 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-masoud-pezeshkian-attend-the-us-iran-signing-ceremony-20260615232204727/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH4.1s⏱--:--:-- 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
9.2¢
NO · live
90.8¢
YES price · live 24h
n=25 · μ=0.1095 · σ=0.0888 · range [0.0320, 0.3940] · R²=0.041▼ FALLING -26.80%σ EXTREME 81.07%LAST 0.09150.39400.30350.21300.12250.0320μ = 0.1095max 0.3940min 0.0320dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 9.15¢
YES / NO split · live
YES 9.2%NO 90.8%NO90.8%90.85¢ · odds 1/1.10
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.441 / 1.00 bits (44%) · informative — one side favoured
YES
9.2%9.2¢10.93×▬ +0.00pp
NO
90.8%90.8¢1.10×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=9,115 · μ=379.8 · σ=606.1 · CV=1.60BURSTY · concentratedcumulative energy ↗ · 50% by h=1006851,3702,0552,740μ = 3802,74050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 9115bp moved · peak 2740bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
4.1s
▲YES mid
9.15¢ (9.15%)
▼NO mid
90.85¢ (90.85%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$37.7k
≋liquidity $
$6.9k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.1095 · σ=0.0888 · range [0.0320, 0.3940] · R²=0.041▼ FALLING -26.80%σ EXTREME 81.07%LAST 0.09150.39400.30350.21300.12250.0320μ = 0.1095max 0.3940min 0.0320dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 9.15¢
NO price · CLOB mid
n=25 · μ=0.8905 · σ=0.0888 · range [0.6060, 0.9680] · R²=0.041▲ RISING +3.83%σ HIGH 9.97%LAST 0.90850.96800.87750.78700.69650.6060μ = 0.8905max 0.9680min 0.6060dataMA(5)OLS R²=0.04μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 90.85¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0047 · σ=0.0646 · skew=-1.99 (left-skewed) · kurt=6.89 (leptokurtic (fat tails))14117401-25.38ppbin -25.38pp · n=1 · 7.1% peakbin -25.38pp · n=1 · 7.1% peak-21.34pp-17.30pp-13.26pp-9.22pp2-5.18ppbin -5.18pp · n=2 · 14.3% peakbin -5.18pp · n=2 · 14.3% peak14-1.14ppbin -1.14pp · n=14 · 100.0% peakbin -1.14pp · n=14 · 100.0% peak32.90ppbin 2.90pp · n=3 · 21.4% peakbin 2.90pp · n=3 · 21.4% peak36.94ppbin 6.94pp · n=3 · 21.4% peakbin 6.94pp · n=3 · 21.4% peak110.98ppbin 10.98pp · n=1 · 7.1% peakbin 10.98pp · n=1 · 7.1% 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=-2.00 · kurt=7.09 · near 11 / mid 12 / far 1 · OLS slope=0.88 intercept=-0.00LEPTOKURTIC — FAT TAILSUPPER TAIL NORMALLOWER TAIL NORMAL-3σ-3σ-2σ-2σ-1σ-1σ+0σ+0σ+1σ+1σ+2σ+2σ+3σ+3σΔ=-1.83σsample ↓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=25LEPTOKURTIC · FAT TAILS (G₂=3.71)
μ MEAN10.95¢95% CI: [7.47¢, 14.43¢]
σ STD DEV8.88ppσ² = 78.784 · CV = 81.07%
med MEDIAN9.00¢Q₁ 6.15¢ · Q₃ 11.80¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 36.20pp · IQR 5.65pp (1.349σ→11.97pp)
min 3.20¢Q₁ 6.15¢med 9.00¢Q₃ 11.80¢max 39.40¢μ
SKEWNESS · G₁2.136right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂3.707leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.22
σ × 1.349 ↔ IQRdiverges from normalratio = 2.12
range ↔ σwide tails (range > 4σ)range / σ = 4.08
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+0.167within white-noise band
ρ(2) AUTOCORR-0.048lag-2 not significant
H · HURST EXPONENT0.958strongly persistent
OLS TREND · t-STAT-0.988fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.958
H = 0.958STRONGLY 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+0.167k=2-0.048k=3-0.323k=4-0.286k=5-0.1080+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|=0.99)
−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|=0.99)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 ID2566367
SLUGwill-masoud-peze…615232204727
CATEGORYWho will attend US-Iran signing ceremony?
TWO-SIDED PRICINGFAVOURS NO (91¢)
PRIMARY · YES9.15¢implied prob 9.15% · decimal odds 10.93×
COUNTER · NO90.85¢implied prob 90.85% · decimal odds 1.10×
9.15¢
90.85¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME37.68k USD 24h
LIQUIDITY6.87k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (91¢)|primary − counter| = 0.817 · entropy 0.441 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 9.2%NO 90.8%YES p̂9.2%H = 0.441 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES10.93×(9¢)NO1.10×(91¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.441 bits (44% 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 = 43.483 pp/day
YES →$1.00(P = 9.2%)
NO →$0.00(P = 90.8%)
current: $0.0915 · expected return per side: $0.91 on YES hit · $0.09 on NO hit
0%25%50%75%100%YES $1NO $0NOW+9.8dRESOLVESP projection · σ=8.88% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 43.483 pp/day
now19.54d left
43.483 pp/day×1.00
−25%14.65d left
50.210 pp/day×1.15
−50%9.77d left
61.495 pp/day×1.41
−75%4.88d left
86.967 pp/day×2.00
−90%1.95d left
137.507 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 13.00% · worst -27.40% · typical |Δ| 3.80%BEARISH SESSION -3.35%BEST+13.00%8hWORST-27.40%10hTYPICAL |Δ|3.80%mean absoluteCUMULATIVE-3.35%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +1.41% · Σ +9.90%EUROPE · 08-16 UTCμ -2.08% · Σ -16.60%US · 16-24 UTCμ +0.42% · Σ +3.35%CUMULATIVE Δ PATH · final -3.35%+26.90%-9.30%-2.00% · 1h-2.00% · 1h-2.00%1h-1.50% · 2h-1.50% · 2h-1.50%2h-4.00% · 3h-4.00% · 3h-4.00%3h0.00% · 4h0.00% · 4h·4h0.35% · 5h0.35% · 5h0.35%5h8.20% · 6h8.20% · 6h8.20%6h8.85% · 7h8.85% · 7h8.85%7h13.00% · 8h13.00% · 8h13.00%8h★ BEST4.00% · 9h4.00% · 9h4.00%9h-27.40% · 10h-27.40% · 10h-27.40%10h▼ WORST-2.70% · 11h-2.70% · 11h-2.70%11h-6.10% · 12h-6.10% · 12h-6.10%12h3.25% · 13h3.25% · 13h3.25%13h-0.30% · 14h-0.30% · 14h-0.30%14h-0.35% · 15h-0.35% · 15h-0.35%15h-0.15% · 16h-0.15% · 16h-0.15%16h1.30% · 17h1.30% · 17h1.30%17h-0.05% · 18h-0.05% · 18h-0.05%18h0.00% · 19h0.00% · 19h·19h-0.05% · 20h-0.05% · 20h-0.05%20h4.95% · 21h4.95% · 21h4.95%21h-2.45% · 22h-2.45% · 22h-2.45%22h-0.20% · 23h-0.20% · 23h-0.20%23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+9.90%)RUNSup max 5 · down max 3BREADTH33% up · 54% down · 13% flat
8 up bars · 13 down · best 13.00% · worst -27.40% · typical |Δ| 3.798%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -9.58%FINAL-9.58%MAX DD-33.67%RECOVERYONGOING · 15 barsMAX RUN-UP+28.71%UNDERWATER20/25 (80%)STREAK▬ 0EQUITY CURVE · end 0.9042 · peak 1.2871 · range [0.8538, 1.2871]1.28710.8538break-even = 1★ PEAK 1.2871UNDERWATER DRAWDOWN · max -33.67% · severe0%-33.67%▼ TROUGH -33.67%TOP DRAWDOWN PERIODS · 2 total#1 -33.67%bar 11-25 · 15 bars · ONGOING#2 -7.33%bar 2-6 · 5 bars · recoveredDD SEVERITYsevere (max -33.67%)RECOVERYongoing · 15 barsTIME UNDER WATER80% of session · 20/25 bars
final equity 0.9042 (-9.58%) · max DD -33.67% · time-under-water 20/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +13 / −6 (68% positive) · μ=11.95 · σ=36.46PROFITABLE STRATEGYLAST 14.40 (+0.07σ vs μ)103.8751.930.00-51.93-103.87μ = 11.953.873.8735.0435.0462.8762.87103.87103.877.457.454.184.18-11.19-11.19-18.07-18.07-39.14-39.14-47.15-47.15-31.78-31.78-11.74-11.7440.3940.3911.4111.4118.4118.4146.5446.5423.5923.5914.0714.0714.4014.40v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 14.400 · range [-47.15, 103.87] · μ 11.949 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=590.2187 · σ=489.9546 · range [55.5032, 1379.3814] · R²=0.283▼ FALLING -42.37%σ EXTREME 83.01%LAST 228.12491379.38141048.4119717.4423386.472755.5032μ = 590.2187max 1379.3814min 55.5032dataMA(3)OLS R²=0.28μ lineμ ± σ bandmaxmin
latest 228.12% · range [55.50%, 1379.38%] · μ 590.22% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +8 / −11 (42% positive) · μ=-0.066 · σ=0.295CLOSE TO MARTINGALELAST -0.433 (-1.24σ vs μ)0.5280.2640.000-0.264-0.528μ = -0.0660.1420.1420.4880.4880.4410.4410.2650.2650.0860.0860.1880.1880.1180.118-0.084-0.084-0.330-0.3300.0090.009-0.185-0.185-0.411-0.411-0.173-0.173-0.087-0.087-0.199-0.199-0.134-0.134-0.528-0.528-0.434-0.434-0.433-0.433v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.433 · |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
101.3994
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
6.8587
p-VALUE (log scale)
0.2303
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
-2.0280
p-VALUE (log scale)
0.2842
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
-0.9070
p-VALUE (log scale)
0.3644
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.1406
p-VALUE (log scale)
0.4605
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
0.9855
p-VALUE (log scale)
0.3244
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 1.300 ≈ 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=5.12e-3 · top T=8.00h (20.6%) · top-3 cover 50.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)1.3e-29.5e-36.3e-33.2e-30.0e+0μ noise floor2× noise (significance)period 24.0 · power 1.05e-3 · 1.7% energyperiod 24.0 · power 1.05e-3 · 1.7% energyperiod 12.0 · power 9.22e-3 · 15.0% energyperiod 12.0 · power 9.22e-3 · 15.0% energyperiod 8.0 · power 1.27e-2 · 20.6% energyperiod 8.0 · power 1.27e-2 · 20.6% energyperiod 6.0 · power 9.15e-3 · 14.9% energyperiod 6.0 · power 9.15e-3 · 14.9% energyperiod 4.8 · power 4.97e-3 · 8.1% energyperiod 4.8 · power 4.97e-3 · 8.1% energyperiod 4.0 · power 4.24e-3 · 6.9% energyperiod 4.0 · power 4.24e-3 · 6.9% energyperiod 3.4 · power 1.49e-3 · 2.4% energyperiod 3.4 · power 1.49e-3 · 2.4% energyperiod 3.0 · power 3.34e-3 · 5.4% energyperiod 3.0 · power 3.34e-3 · 5.4% energyperiod 2.7 · power 2.29e-3 · 3.7% energyperiod 2.7 · power 2.29e-3 · 3.7% energyperiod 2.4 · power 6.02e-3 · 9.8% energyperiod 2.4 · power 6.02e-3 · 9.8% energyperiod 2.2 · power 3.18e-3 · 5.2% energyperiod 2.2 · power 3.18e-3 · 5.2% energyperiod 2.0 · power 3.81e-3 · 6.2% energyperiod 2.0 · power 3.81e-3 · 6.2% energy50% by T=6.0h#1 dominantT=8.00h#2T=12.00h#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 ≈ 8.00h (freq 0.125) · concentrates 20.6% of total energy · Σ|X̂|²/n = 6.144e-2

▸ Depth section using sovereign-store price series (2992 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 0.663pp · expected |Δp| over horizon 14.36ppterminal variance p(1−p) = 0.0831 · n = 2992✓ n = 2992
μ per bar
-0.009pp
average Δp · drift
σ per bar
0.663pp
one-bar volatility · logit-free
Per-day movedaily
3.25pp
σ × √24
Per-horizon move20d
14.36pp
σ × √468.8555297222223
Terminal variancebinary
0.0831
p(1−p) at resolution
Current pricep
9.2¢
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 1.10pp · ES₉₅ 1.38pp · method parametric · drift-correcteddrift -0.009pp/bar · quantised: yes · median step 0.20pp · unique ratio 0.02✓ n = 2992
VaR 95%
1.10pp
1.645·σ (parametric) of Δp
ES 95%
1.38pp
mean of the tail
Max drawdown
94.8pp
peak 62.6¢ → trough 3.3¢
Median step
0.20pp
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
9.2%
= price
Decimal oddsEU
10.929
total return per $1
AmericanUS
+993
$100 wins $993
FractionalUK
9.93 / 1
profit per $1 risked
Profit per $100stake
+$992.90
clean dollar framing
-1000-5000+500+1000020406080100you · 9.2%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)
0.441 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.441 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
3.45 bit
self-information
Surprise · NO−log₂(1−p)
0.14 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
25518068387805635517632437485812628015065570450144842756290420172657631333062
NO token ID
82588697283975167524518092864348821632134933130352416087022802203408706062292
Snapshot fetched
2026-06-18 11:07:35 UTC
Snapshot age
4.1s
History points
25 CLOB mids
Page rendered
2026-06-18 11:07:40 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
34e768cf432a77e59a84c6da4ecbccbb6b348f8bcec5e0630a94c8e4abd0708e · 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
0.091500
(best bid + best ask) / 2
Spread
6229.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.695
ask-heavy
Imbalance (top-5)
+0.958
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-masoud-pezeshkian-attend-the-us-iran-signing-ceremony-20260615232204727/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.52978047899.45bp0.62500018FILLED
BUY$10.00K0.75589072610.91bp0.87500030FILLED
BUY$100.00K0.91816390345.65bp0.99900054PARTIAL
SELL$1.00K0.0302816690.64bp0.00100010PARTIAL
SELL$10.00K0.0302816690.64bp0.00100010PARTIAL
SELL$100.00K0.0302816690.64bp0.00100010PARTIAL

Risk metrics

▸ sovereign store · 2,992 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4113.34%
σ per bar = 0.031072
Mean return (annualised)
-79517.28%
μ per bar = -0.000454
Sharpe (rf=0)
-19.33
annualised; risk-free assumed zero
Max drawdown
94.81%
peak 0.63 → trough 0.03 over 649 bars

/api/asset/pm-will-masoud-pezeshkian-attend-the-us-iran-signing-ceremony-20260615232204727/risk · same metrics, JSON