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

Will Mojtaba Khamenei sign a U.S. x Iran deal by July 31?

YES · live
2.3¢
NO · live
97.8¢

▸ Advanced metrics · M2M bundle

polymarket · will-mojtaba-khamenei-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950074 · fresh · feed 7s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
10.46%
max drawdown
18.87%
sharpe
—
ulcer index
7.56%
RMS drawdown
pain index
6.63%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
15.75%
cond. drawdown
gain/pain
0.47
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.47
upside/downside
roll spread
1.6 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-mojtaba-khamenei-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950074/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH6.7s⏱--:--:-- 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
2.3¢
NO · live
97.8¢
YES price · live 24h
n=25 · μ=0.0291 · σ=0.0051 · range [0.0220, 0.0400] · R²=0.682▼ FALLING -28.57%σ EXTREME 17.58%LAST 0.02250.04000.03550.03100.02650.0220μ = 0.0291max 0.0400min 0.0220dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 2.25¢
YES / NO split · live
YES 2.3%NO 97.8%NO97.8%97.75¢ · odds 1/1.02
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.155 / 1.00 bits (16%) · informative — one side favoured
YES
2.3%2.3¢44.44×▬ +0.00pp
NO
97.8%97.8¢1.02×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=450 · μ=18.8 · σ=25.8 · CV=1.37BURSTY · concentratedcumulative energy ↗ · 50% by h=90265379105μ = 1910550%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 450bp moved · peak 105bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
6.7s
▲YES mid
2.25¢ (2.25%)
▼NO mid
97.75¢ (97.75%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$33.3k
≋liquidity $
$49.8k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0291 · σ=0.0051 · range [0.0220, 0.0400] · R²=0.682▼ FALLING -28.57%σ EXTREME 17.58%LAST 0.02250.04000.03550.03100.02650.0220μ = 0.0291max 0.0400min 0.0220dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 2.25¢
NO price · CLOB mid
n=25 · μ=0.9709 · σ=0.0052 · range [0.9600, 0.9780] · R²=0.680▲ RISING +0.93%σ LOW 0.53%LAST 0.97750.97800.97350.96900.96450.9600μ = 0.9709max 0.9780min 0.9600dataMA(5)OLS R²=0.68μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 97.75¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0005 · σ=0.0029 · skew=1.46 (right-skewed) · kurt=4.23 (leptokurtic (fat tails))1296302-0.57ppbin -0.57pp · n=2 · 16.7% peakbin -0.57pp · n=2 · 16.7% peak-0.40pp5-0.23ppbin -0.23pp · n=5 · 41.7% peakbin -0.23pp · n=5 · 41.7% peak12-0.06ppbin -0.06pp · n=12 · 100.0% peakbin -0.06pp · n=12 · 100.0% peak30.11ppbin 0.11pp · n=3 · 25.0% peakbin 0.11pp · n=3 · 25.0% peak0.29pp10.46ppbin 0.46pp · n=1 · 8.3% peakbin 0.46pp · n=1 · 8.3% peak0.63pp0.80pp10.97ppbin 0.97pp · n=1 · 8.3% peakbin 0.97pp · n=1 · 8.3% 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=1.48 · kurt=4.38 · near 15 / mid 8 / 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+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=-1.07)
μ MEAN2.91¢95% CI: [2.71¢, 3.11¢]
σ STD DEV0.51ppσ² = 0.262 · CV = 17.58%
med MEDIAN2.85¢Q₁ 2.45¢ · Q₃ 3.25¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 1.80pp · IQR 0.80pp (1.349σ→0.69pp)
min 2.20¢Q₁ 2.45¢med 2.85¢Q₃ 3.25¢max 4.00¢μ
SKEWNESS · G₁0.471approximately symmetric
−3−10+1+3
EXCESS KURTOSIS · G₂-1.067platykurtic · thin tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.12
σ × 1.349 ↔ IQRconsistent with normalratio = 0.86
range ↔ σconcentrated (range < 4σ)range / σ = 3.52
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: MEAN-REVERTING · ADF rejects unit root
ρ(1) AUTOCORR-0.168within white-noise band
ρ(2) AUTOCORR-0.345lag-2 not significant
H · HURST EXPONENT0.798strongly persistent
OLS TREND · t-STAT-7.018significant @ α=0.05
HURST EXPONENT [0, 1]strongly persistent · H = 0.798
H = 0.798STRONGLY 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=1-0.168k=2-0.345k=3+0.052k=4-0.032k=5+0.2430+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|=7.02)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.76very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=7.02)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 ID2512442
SLUGwill-mojtaba-kha…611235950074
CATEGORYWho will sign U.S. x Iran deal?
TWO-SIDED PRICINGFAVOURS NO (98¢)
PRIMARY · YES2.25¢implied prob 2.25% · decimal odds 44.44×
COUNTER · NO97.75¢implied prob 97.75% · decimal odds 1.02×
2.25¢
97.75¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYACTIVE
24H VOLUME33.34k USD 24h
LIQUIDITY49.77k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (98¢)|primary − counter| = 0.955 · entropy 0.155 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 2.3%NO 97.8%YES p̂2.3%H = 0.155 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES44.44×(2¢)NO1.02×(98¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.155 bits (16% 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 2026-08-01 03:59 UTC
43days
14hrs
50min
43.62 days·θ = 2.506 pp/day
YES →$1.00(P = 2.3%)
NO →$0.00(P = 97.8%)
current: $0.0225 · expected return per side: $0.98 on YES hit · $0.02 on NO hit
0%25%50%75%100%YES $1NO $0NOW+21.8dRESOLVESP projection · σ=0.51% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 2.506 pp/day
now43.62d left
2.506 pp/day×1.00
−25%32.71d left
2.894 pp/day×1.15
−50%21.81d left
3.544 pp/day×1.41
−75%10.90d left
5.012 pp/day×2.00
−90%4.36d left
7.925 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 1.05% · worst -0.65% · typical |Δ| 0.19%BEARISH SESSION -0.90%BEST+1.05%9hWORST-0.65%11hTYPICAL |Δ|0.19%mean absoluteCUMULATIVE-0.90%Σ signed ΔSTREAK↗ 1up-runASIA · 00-08 UTCμ +0.01% · Σ +0.05%EUROPE · 08-16 UTCμ -0.08% · Σ -0.65%US · 16-24 UTCμ -0.04% · Σ -0.35%CUMULATIVE Δ PATH · final -0.90%+0.85%-0.95%0.15% · 1h0.15% · 1h0.15%1h-0.05% · 2h-0.05% · 2h-0.05%2h0.00% · 3h0.00% · 3h·3h0.50% · 4h0.50% · 4h0.50%4h-0.05% · 5h-0.05% · 5h-0.05%5h-0.25% · 6h-0.25% · 6h-0.25%6h-0.25% · 7h-0.25% · 7h-0.25%7h-0.25% · 8h-0.25% · 8h-0.25%8h1.05% · 9h1.05% · 9h1.05%9h★ BEST-0.50% · 10h-0.50% · 10h-0.50%10h-0.65% · 11h-0.65% · 11h-0.65%11h▼ WORST0.00% · 12h0.00% · 12h·12h-0.20% · 13h-0.20% · 13h-0.20%13h-0.10% · 14h-0.10% · 14h-0.10%14h0.00% · 15h0.00% · 15h·15h0.05% · 16h0.05% · 16h0.05%16h-0.10% · 17h-0.10% · 17h-0.10%17h-0.05% · 18h-0.05% · 18h-0.05%18h0.00% · 19h0.00% · 19h·19h0.00% · 20h0.00% · 20h·20h0.00% · 21h0.00% · 21h·21h0.00% · 22h0.00% · 22h·22h-0.25% · 23h-0.25% · 23h-0.25%23h0.05% · 24h0.05% · 24h0.05%24hTIME PATTERNAsia-led (+0.05%)RUNSup max 1 · down max 4BREADTH21% up · 50% down · 29% flat
5 up bars · 12 down · best 1.05% · worst -0.65% · typical |Δ| 0.188%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsLOSS · SHALLOW DD (-0.91%)FINAL-0.91%MAX DD-1.79%RECOVERYONGOING · 15 barsMAX RUN-UP+0.85%UNDERWATER21/25 (84%)STREAK↗ 1EQUITY CURVE · end 0.9909 · peak 1.0085 · range [0.9904, 1.0085]1.00850.9904break-even = 1★ PEAK 1.0085UNDERWATER DRAWDOWN · max -1.79% · moderate0%-1.79%▼ TROUGH -1.79%TOP DRAWDOWN PERIODS · 3 total#1 -1.79%bar 11-25 · 15 bars · ONGOING#2 -0.80%bar 6-9 · 4 bars · recovered#3 -0.05%bar 3-4 · 2 bars · recoveredDD SEVERITYmoderate (max -1.79%)RECOVERYongoing · 15 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 0.9909 (-0.91%) · max DD -1.79% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +2 / −17 (11% positive) · μ=-29.56 · σ=28.48UNPROFITABLE STRATEGYLAST -28.88 (+0.02σ vs μ)82.9241.460.00-41.46-82.92μ = -29.5618.3618.36-5.67-5.67-16.05-16.0521.7321.73-7.05-7.05-21.84-21.84-15.43-15.43-14.19-14.19-10.40-10.40-82.92-82.92-53.84-53.84-59.51-59.51-71.26-71.26-51.52-51.52-30.21-30.21-30.21-30.21-55.93-55.93-46.80-46.80-28.88-28.88v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -28.884 · range [-82.92, 21.73] · μ -29.559 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=26.8852 · σ=21.0039 · range [3.9154, 56.8096] · R²=0.436▼ FALLING -57.63%σ EXTREME 78.12%LAST 10.109456.809643.586030.362517.13893.9154μ = 26.8852max 56.8096min 3.9154dataMA(3)OLS R²=0.44μ lineμ ± σ bandmaxmin
latest 10.11% · range [3.92%, 56.81%] · μ 26.89% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +5 / −14 (26% positive) · μ=-0.086 · σ=0.209MEAN-REVERSIONLAST -0.376 (-1.39σ vs μ)0.4170.2090.000-0.209-0.417μ = -0.086-0.131-0.1310.1400.1400.2530.253-0.045-0.045-0.417-0.417-0.190-0.190-0.242-0.242-0.263-0.263-0.153-0.1530.1530.153-0.140-0.140-0.071-0.0710.1450.145-0.242-0.242-0.146-0.146-0.208-0.2080.3570.357-0.050-0.050-0.376-0.376v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.376 · |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
43.0715
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
6.1929
p-VALUE (log scale)
0.2872
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
-1.2799
p-VALUE (log scale)
0.6364
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
0.5757
p-VALUE (log scale)
0.5648
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (9 runs)
χ

KPSS (μ stationarity)

REJECT H₀**

H₀: p IS level-stationary

STATISTIC
0.7798
p-VALUE (log scale)
0.0080
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
-1.3689
p-VALUE (log scale)
0.1710
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.583 ≈ 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=9.75e-6 · top T=4.00h (20.3%) · top-3 cover 48.5%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.4e-51.8e-51.2e-55.9e-60.0e+0μ noise floor2× noise (significance)period 24.0 · power 3.99e-6 · 3.4% energyperiod 24.0 · power 3.99e-6 · 3.4% energyperiod 12.0 · power 2.24e-6 · 1.9% energyperiod 12.0 · power 2.24e-6 · 1.9% energyperiod 8.0 · power 2.20e-6 · 1.9% energyperiod 8.0 · power 2.20e-6 · 1.9% energyperiod 6.0 · power 1.38e-5 · 11.8% energyperiod 6.0 · power 1.38e-5 · 11.8% energyperiod 4.8 · power 1.42e-5 · 12.1% energyperiod 4.8 · power 1.42e-5 · 12.1% energyperiod 4.0 · power 2.37e-5 · 20.3% energyperiod 4.0 · power 2.37e-5 · 20.3% energyperiod 3.4 · power 7.32e-6 · 6.3% energyperiod 3.4 · power 7.32e-6 · 6.3% energyperiod 3.0 · power 1.58e-5 · 13.5% energyperiod 3.0 · power 1.58e-5 · 13.5% energyperiod 2.7 · power 1.72e-5 · 14.7% energyperiod 2.7 · power 1.72e-5 · 14.7% energyperiod 2.4 · power 1.08e-5 · 9.2% energyperiod 2.4 · power 1.08e-5 · 9.2% energyperiod 2.2 · power 5.37e-6 · 4.6% energyperiod 2.2 · power 5.37e-6 · 4.6% energyperiod 2.0 · power 3.75e-7 · 0.3% energyperiod 2.0 · power 3.75e-7 · 0.3% energy50% by T=4.0h#1 dominantT=4.00h#2T=2.67h#3T=3.00hT=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 ≈ 4.00h (freq 0.250) · concentrates 20.3% of total energy · Σ|X̂|²/n = 1.170e-4

▸ Depth section using sovereign-store price series (3028 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 43.6 d · σ/bar 0.043pp · expected |Δp| over horizon 1.40ppterminal variance p(1−p) = 0.0220 · n = 3028✓ n = 3028
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.043pp
one-bar volatility · logit-free
Per-day movedaily
0.21pp
σ × √24
Per-horizon move44d
1.40pp
σ × √1046.83463
Terminal variancebinary
0.0220
p(1−p) at resolution
Current pricep
2.3¢
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 0.07pp · ES₉₅ 0.09pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.01✓ n = 3028
VaR 95%
0.07pp
1.645·σ (parametric) of Δp
ES 95%
0.09pp
mean of the tail
Max drawdown
59.8pp
peak 5.3¢ → trough 2.1¢
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
2.3%
= price
Decimal oddsEU
44.444
total return per $1
AmericanUS
+4344
$100 wins $4344
FractionalUK
43.44 / 1
profit per $1 risked
Profit per $100stake
+$4344.44
clean dollar framing
-1000-5000+500+1000020406080100you · 2.3%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)
0.155 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.155 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
5.47 bit
self-information
Surprise · NO−log₂(1−p)
0.03 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
90369585268188936232216194333927814724405367945350826837075136269402054627539
NO token ID
108515841267313156276539113412130998378183092716054872217899150571735536699286
Snapshot fetched
2026-06-18 13:08:48 UTC
Snapshot age
6.7s
History points
25 CLOB mids
Page rendered
2026-06-18 13:08:55 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
9793f6cdc4d9f989a0521c11f102b77b728aaa766381862f409c600155b37964 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

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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
0.022500
(best bid + best ask) / 2
Spread
1333.3bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.821
ask-heavy
Imbalance (top-5)
+0.433
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-mojtaba-khamenei-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950074/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.0363316147.32bp0.06000021FILLED
BUY$10.00K0.21338184836.20bp0.66000050FILLED
BUY$100.00K0.671958288647.83bp0.95000070FILLED
SELL$1.00K0.0098445625.06bp0.00100013PARTIAL
SELL$10.00K0.0098445625.06bp0.00100013PARTIAL
SELL$100.00K0.0098445625.06bp0.00100013PARTIAL

Risk metrics

▸ sovereign store · 3,028 barsperiods/year ≈ 1.75M
Realized vol (annualised)
1430.12%
σ per bar = 0.010803
Mean return (annualised)
-19479.39%
μ per bar = -0.000111
Sharpe (rf=0)
-13.62
annualised; risk-free assumed zero
Max drawdown
59.81%
peak 0.05 → trough 0.02 over 2737 bars

/api/asset/pm-will-mojtaba-khamenei-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950074/risk · same metrics, JSON