POLYMARKET · PREDICTION MARKET · WILL THE IRANIAN REGIME FALL BY JUNE 30?

Will the Iranian regime fall by June 30?

YES · live
0.9¢
NO · live
99.2¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-iranian-regime-fall-by-june-30 · fresh · feed 0s old
24h sparkline · 60 pts▼ -10.53%
realized vol (ann.)
5.54%
max drawdown
21.05%
sharpe
—
ulcer index
18.62%
RMS drawdown
pain index
17.93%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
21.05%
cond. drawdown
gain/pain
0.60
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.60
upside/downside
roll spread
1.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-10.53%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -10.53%
Same bundle via M2M API: /api/m2m/pm-will-the-iranian-regime-fall-by-june-30/bundle · venue execution: polymarket →
LIVEPOLL0SRCFRESH26ms⏱--:--:-- 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
0.9¢
NO · live
99.2¢
YES price · live 24h
n=25 · μ=0.0084 · σ=0.0011 · range [0.0065, 0.0115] · R²=0.083▲ RISING +6.25%σ HIGH 13.31%LAST 0.00850.01150.01030.00900.00770.0065μ = 0.0084max 0.0115min 0.0065dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.85¢
YES / NO split · live
YES 0.9%NO 99.2%NO99.2%99.15¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.071 / 1.00 bits (7%) · informative — one side favoured
YES
0.9%0.9¢117.65×▬ +0.00pp
NO
99.2%99.2¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=135 · μ=5.6 · σ=6.5 · CV=1.15BURSTYcumulative energy ↗ · 50% by h=1005101520μ = 62050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 135bp moved · peak 20bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
26ms
▲YES mid
0.85¢ (0.85%)
▼NO mid
99.15¢ (99.15%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$597.5k
≋liquidity $
$1.2M
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0084 · σ=0.0011 · range [0.0065, 0.0115] · R²=0.083▲ RISING +6.25%σ HIGH 13.31%LAST 0.00850.01150.01030.00900.00770.0065μ = 0.0084max 0.0115min 0.0065dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.85¢
NO price · CLOB mid
n=25 · μ=0.9916 · σ=0.0011 · range [0.9885, 0.9935] · R²=0.083▬ FLATσ LOW 0.11%LAST 0.99150.99350.99230.99100.98980.9885μ = 0.9916max 0.9935min 0.9885dataMA(5)OLS R²=0.08μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.15¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=0.0001 · σ=0.0008 · skew=-0.36 (symmetric) · kurt=-0.09 (mesokurtic)1296301-0.18ppbin -0.18pp · n=1 · 8.3% peakbin -0.18pp · n=1 · 8.3% peak-0.14pp4-0.10ppbin -0.10pp · n=4 · 33.3% peakbin -0.10pp · n=4 · 33.3% peak1-0.06ppbin -0.06pp · n=1 · 8.3% peakbin -0.06pp · n=1 · 8.3% peak-0.02pp120.02ppbin 0.02pp · n=12 · 100.0% peakbin 0.02pp · n=12 · 100.0% peak0.06pp50.10ppbin 0.10pp · n=5 · 41.7% peakbin 0.10pp · n=5 · 41.7% peak0.14pp10.18ppbin 0.18pp · n=1 · 8.3% peakbin 0.18pp · 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=-0.01 · kurt=0.31 · near 13 / mid 11 / far 0 · OLS slope=0.97 intercept=-0.00MATCHES NORMAL · WELL-BEHAVEDUPPER 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=25RIGHT-SKEWED (G₁=0.88)
μ MEAN0.84¢95% CI: [0.80¢, 0.88¢]
σ STD DEV0.11ppσ² = 0.013 · CV = 13.31%
med MEDIAN0.85¢Q₁ 0.75¢ · Q₃ 0.85¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 0.50pp · IQR 0.10pp (1.349σ→0.15pp)
min 0.65¢Q₁ 0.75¢med 0.85¢Q₃ 0.85¢max 1.15¢μ
SKEWNESS · G₁0.884right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂0.497mesokurtic · normal-like
−30+2+4+6
μ ↔ median≈ equal · symmetric|μ−med| / σ = 0.09
σ × 1.349 ↔ IQRdiverges from normalratio = 1.51
range ↔ σwide tails (range > 4σ)range / σ = 4.47
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: MARTINGALE · UNPREDICTABLE
ρ(1) AUTOCORR-0.001within white-noise band
ρ(2) AUTOCORR-0.117lag-2 not significant
H · HURST EXPONENT0.769strongly persistent
OLS TREND · t-STAT-1.446fails 5% test
HURST EXPONENT [0, 1]strongly persistent · H = 0.769
H = 0.769STRONGLY 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=1-0.001k=2-0.117k=3-0.087k=4-0.057k=5-0.2560+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|=1.45)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMARTINGALE · UNPREDICTABLEfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.54high · clear structure|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCENOT SIGNIFICANT (|t|=1.45)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 ID958443
SLUGwill-the-iranian-regime-fall-by-june-30
CATEGORYWill the Iranian regime fall by June 30?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.85¢implied prob 0.85% · decimal odds 117.65×
COUNTER · NO99.15¢implied prob 99.15% · decimal odds 1.01×
0.85¢
99.15¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME597.48k USD 24h
LIQUIDITY1.21M USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.983 · entropy 0.071 bits
LIQUIDITY DEPTHDEEP100k+ 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 0.9%NO 99.2%YES p̂0.9%H = 0.071 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES117.65×(1¢)NO1.01×(99¢)
Kelly bet-size (% of bankroll) K* = 0.00%
K* full
0.00%
½K half
0.00%
¼K quarter
0.00%
Entropy H(p̂) = 0.071 bits (7% 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 2026-06-30 00:00 UTC
15days
07hrs
52min
15.33 days·θ = 0.548 pp/day
YES →$1.00(P = 0.9%)
NO →$0.00(P = 99.2%)
current: $0.0085 · expected return per side: $0.99 on YES hit · $0.01 on NO hit
0%25%50%75%100%YES $1NO $0NOW+7.7dRESOLVESP projection · σ=0.11% · path funnel to settle at YES=1 or NO=0
Theta progression · θ ∝ σ / √t_remainingθ_now = 0.548 pp/day
now15.33d left
0.548 pp/day×1.00
−25%11.50d left
0.632 pp/day×1.15
−50%7.66d left
0.775 pp/day×1.41
−75%3.83d left
1.095 pp/day×2.00
−90%1.53d left
1.732 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 0.20% · worst -0.20% · typical |Δ| 0.06%MILD BULLISH +0.05%BEST+0.20%5hWORST-0.20%7hTYPICAL |Δ|0.06%mean absoluteCUMULATIVE+0.05%Σ signed ΔSTREAK▬ 0flat-runASIA · 00-08 UTCμ +0.02% · Σ +0.15%EUROPE · 08-16 UTCμ -0.03% · Σ -0.20%US · 16-24 UTCμ +0.01% · Σ +0.10%CUMULATIVE Δ PATH · final +0.05%+0.35%-0.15%-0.05% · 1h-0.05% · 1h-0.05%1h0.00% · 2h0.00% · 2h·2h0.00% · 3h0.00% · 3h·3h0.10% · 4h0.10% · 4h0.10%4h0.20% · 5h0.20% · 5h0.20%5h★ BEST0.10% · 6h0.10% · 6h0.10%6h-0.20% · 7h-0.20% · 7h-0.20%7h▼ WORST0.00% · 8h0.00% · 8h·8h0.00% · 9h0.00% · 9h·9h-0.10% · 10h-0.10% · 10h-0.10%10h0.00% · 11h0.00% · 11h·11h0.10% · 12h0.10% · 12h0.10%12h-0.10% · 13h-0.10% · 13h-0.10%13h0.00% · 14h0.00% · 14h·14h-0.10% · 15h-0.10% · 15h-0.10%15h0.00% · 16h0.00% · 16h·16h0.00% · 17h0.00% · 17h·17h0.00% · 18h0.00% · 18h·18h-0.10% · 19h-0.10% · 19h-0.10%19h0.10% · 20h0.10% · 20h0.10%20h0.00% · 21h0.00% · 21h·21h0.10% · 22h0.10% · 22h0.10%22h0.00% · 23h0.00% · 23h·23h0.00% · 24h0.00% · 24h·24hTIME PATTERNAsia-led (+0.15%)RUNSup max 3 · down max 1BREADTH25% up · 25% down · 50% flat
6 up bars · 6 down · best 0.20% · worst -0.20% · typical |Δ| 0.056%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsFLAT · NO MATERIAL MOVEMENTFINAL+0.05%MAX DD-0.50%RECOVERYONGOING · 18 barsMAX RUN-UP+0.35%UNDERWATER21/25 (84%)STREAK▬ 0EQUITY CURVE · end 1.0005 · peak 1.0035 · range [0.9985, 1.0035]1.00350.9985break-even = 1★ PEAK 1.0035UNDERWATER DRAWDOWN · max -0.50% · shallow0%-0.50%▼ TROUGH -0.50%TOP DRAWDOWN PERIODS · 2 total#1 -0.50%bar 8-25 · 18 bars · ONGOING#2 -0.05%bar 2-4 · 3 bars · recoveredDD SEVERITYshallow (max -0.50%)RECOVERYongoing · 18 barsTIME UNDER WATER84% of session · 21/25 bars
final equity 1.0005 (0.05%) · max DD -0.50% · time-under-water 21/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +7 / −10 (37% positive) · μ=-6.99 · σ=31.80MIXED EDGELAST 20.72 (+0.87σ vs μ)60.4230.210.00-30.21-60.42μ = -6.9959.5159.5122.8322.8322.8322.8322.8322.830.000.00-30.21-30.21-30.21-30.21-20.72-20.72-20.72-20.72-38.21-38.21-20.72-20.72-20.72-20.72-60.42-60.42-60.42-60.42-20.72-20.720.000.0020.7220.7220.7220.7220.7220.72v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest 20.722 · range [-60.42, 59.51] · μ -6.994 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=8.3742 · σ=2.7000 · range [4.8332, 13.2363] · R²=0.567▼ FALLING -17.95%σ EXTREME 32.24%LAST 7.045613.236311.13559.03486.93404.8332μ = 8.3742max 13.2363min 4.8332dataMA(3)OLS R²=0.57μ lineμ ± σ bandmaxmin
latest 7.05% · range [4.83%, 13.24%] · μ 8.37% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +4 / −14 (21% positive) · μ=-0.249 · σ=0.283MEAN-REVERSIONLAST -0.480 (-0.82σ vs μ)0.5830.2920.000-0.292-0.583μ = -0.2490.4540.4540.0600.0600.1310.1310.1670.1670.0000.000-0.583-0.583-0.083-0.083-0.363-0.363-0.422-0.422-0.333-0.333-0.422-0.422-0.480-0.480-0.333-0.333-0.333-0.333-0.422-0.422-0.500-0.500-0.363-0.363-0.422-0.422-0.480-0.480v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.480 · |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
ALL TESTS PASS · data behaves as nominal0 reject·6 pass·α = 0.05
𝒩

Jarque-Bera

FAIL TO REJECTns

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
0.4757
p-VALUE (log scale)
0.7883
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainednormality not rejected
ρ

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC
2.8742
p-VALUE (log scale)
0.7219
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
-1.9419
p-VALUE (log scale)
0.3229
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
-0.6055
p-VALUE (log scale)
0.5448
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedsigns appear random (6 runs)
χ

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC
0.2372
p-VALUE (log scale)
0.2918
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
-0.0178
p-VALUE (log scale)
0.9858
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.995 ≈ 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=8.16e-7 · top T=2.00h (23.9%) · top-3 cover 53.8%1 SIGNIFICANT CYCLEcumulative energy ↗ (1 bin above 2× noise)2.3e-61.8e-61.2e-65.9e-70.0e+0μ noise floor2× noise (significance)period 24.0 · power 7.05e-7 · 7.2% energyperiod 24.0 · power 7.05e-7 · 7.2% energyperiod 12.0 · power 1.09e-7 · 1.1% energyperiod 12.0 · power 1.09e-7 · 1.1% energyperiod 8.0 · power 1.54e-6 · 15.7% energyperiod 8.0 · power 1.54e-6 · 15.7% energyperiod 6.0 · power 1.34e-6 · 13.7% energyperiod 6.0 · power 1.34e-6 · 13.7% energyperiod 4.8 · power 1.45e-8 · 0.1% energyperiod 4.8 · power 1.45e-8 · 0.1% energyperiod 4.0 · power 1.01e-6 · 10.3% energyperiod 4.0 · power 1.01e-6 · 10.3% energyperiod 3.4 · power 6.84e-7 · 7.0% energyperiod 3.4 · power 6.84e-7 · 7.0% energyperiod 3.0 · power 1.39e-6 · 14.1% energyperiod 3.0 · power 1.39e-6 · 14.1% energyperiod 2.7 · power 4.80e-7 · 4.9% energyperiod 2.7 · power 4.80e-7 · 4.9% energyperiod 2.4 · power 3.68e-8 · 0.4% energyperiod 2.4 · power 3.68e-8 · 0.4% energyperiod 2.2 · power 1.38e-7 · 1.4% energyperiod 2.2 · power 1.38e-7 · 1.4% energyperiod 2.0 · power 2.34e-6 · 23.9% energyperiod 2.0 · power 2.34e-6 · 23.9% energy50% by T=3.4h#1 dominantT=2.00h#2T=8.00h#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 ≈ 2.00h (freq 0.500) · concentrates 23.9% of total energy · Σ|X̂|²/n = 9.792e-6

▸ Depth section using sovereign-store price series (3820 bars · effective 1752908 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 15.3 d · σ/bar 0.007pp · expected |Δp| over horizon 0.13ppterminal variance p(1−p) = 0.0084 · n = 3820✓ n = 3820
μ per bar
-0.000pp
average Δp · drift
σ per bar
0.007pp
one-bar volatility · logit-free
Per-day movedaily
0.03pp
σ × √24
Per-horizon move15d
0.13pp
σ × √367.87794527777777
Terminal variancebinary
0.0084
p(1−p) at resolution
Current pricep
0.9¢
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 0.01pp · ES₉₅ 0.01pp · method parametric · drift-correcteddrift -0.000pp/bar · quantised: yes · median step 0.05pp · unique ratio 0.00✓ n = 3820
VaR 95%
0.01pp
1.645·σ (parametric) of Δp
ES 95%
0.01pp
mean of the tail
Max drawdown
31.8pp
peak 1.1¢ → trough 0.8¢
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
0.9%
= price
Decimal oddsEU
117.647
total return per $1
AmericanUS
+11665
$100 wins $11665
FractionalUK
116.65 / 1
profit per $1 risked
Profit per $100stake
+$11664.71
clean dollar framing
-1000-5000+500+1000020406080100you · 0.9%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)
0.071 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.071 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
6.88 bit
self-information
Surprise · NO−log₂(1−p)
0.01 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
38397507750621893057346880033441136112987238933685677349709401910643842844855
NO token ID
95949957895141858444199258452803633110472396604599808168788254125381075552218
Snapshot fetched
2026-06-14 16:07:19 UTC
Snapshot age
26ms
History points
25 CLOB mids
Page rendered
2026-06-14 16:07:19 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
34441472a1434f2b454ea8d276cc00c8e7c3ac50dd0a49c945d19323872c2cff · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDGermany94.5¢HL PREDSpain89.4¢HL PREDUruguay66.9¢POLYMARKETWill Australia win the 2026 FIFA World Cup?0¢POLYMARKETWill Scotland win the 2026 FIFA World Cup?0¢POLYMARKETWill Turkiye win the 2026 FIFA World Cup?1¢HL PERPBTC-USD perpetual$64,016.5HL PERPETH-USD perpetual$1,663.15HL PERPHYPE-USD perpetual$60.35

Also see: /arb opportunities · RSS feed · more in Will the Iranian regime fall by June 30?

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
0.008500
(best bid + best ask) / 2
Spread
1176.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
+0.636
bid-heavy
Imbalance (top-5)
+0.010
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-the-iranian-regime-fall-by-june-30/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.009062661.17bp0.0100002FILLED
BUY$10.00K0.0134765854.08bp0.02200014FILLED
BUY$100.00K0.09128997399.16bp0.55000098FILLED
SELL$1.00K0.0074521233.27bp0.0060003FILLED
SELL$10.00K0.0014068345.49bp0.0010008FILLED
SELL$100.00K0.0012528526.69bp0.0010008PARTIAL

Risk metrics

▸ sovereign store · 3,820 barsperiods/year ≈ 1.75M
Realized vol (annualised)
951.38%
σ per bar = 0.007186
Mean return (annualised)
-5105.22%
μ per bar = -0.000029
Sharpe (rf=0)
-5.37
annualised; risk-free assumed zero
Max drawdown
31.82%
peak 0.01 → trough 0.01 over 2020 bars

/api/asset/pm-will-the-iranian-regime-fall-by-june-30/risk · same metrics, JSON