POLYMARKET · PREDICTION MARKET · US-IRAN DEAL TEXT RELEASED BY...?

Will the text of the US-Iran agreement be released by June 16?

YES · live
0.5¢
NO · live
99.5¢

▸ Advanced metrics · M2M bundle

polymarket · will-the-text-of-the-us-iran-agreement-be-released-by-june-16-20260615224555000 · fresh · feed 12s old
24h sparkline · 60 pts▼ -98.67%
realized vol (ann.)
84.16%
max drawdown
89.62%
sharpe
—
ulcer index
74.44%
RMS drawdown
pain index
71.94%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
87.64%
cond. drawdown
gain/pain
0.41
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.41
upside/downside
roll spread
32.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-98.67%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -98.67%
Same bundle via M2M API: /api/m2m/pm-will-the-text-of-the-us-iran-agreement-be-released-by-june-16-20260615224555000/bundle · venue execution: polymarket →
LIVEPOLL0SRCWARMING12.3s⏱--:--:-- 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
0.5¢
NO · live
99.5¢
YES price · live 24h
n=25 · μ=0.0619 · σ=0.0964 · range [0.0055, 0.4550] · R²=0.394▼ FALLING -98.79%σ EXTREME 155.80%LAST 0.00550.45500.34260.23030.11790.0055μ = 0.0619max 0.4550min 0.0055dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxminlive endpoint
25 ticks · last 0.55¢
YES / NO split · live
YES 0.5%NO 99.5%NO99.5%99.45¢ · odds 1/1.01
Σ 100.00% · fair
Σ-sides total = 100.00% (tight rounding)
H(p) entropy = 0.049 / 1.00 bits (5%) · informative — one side favoured
YES
0.5%0.5¢181.82×▬ +0.00pp
NO
99.5%99.5¢1.01×▬ +0.00pp
Σ 100.00% · arb gap 0.00pp
Per-tick activity · |Δp| in basis points · live
n=24 · Σ=7,425 · μ=309.4 · σ=531.5 · CV=1.72BURSTY · concentratedcumulative energy ↗ · 50% by h=205001,0001,5002,000μ = 3092,00050%h1h5h9h13h17h21#1 peak#2-3> μactivequietμ linecum energy
Σ 7425bp moved · peak 2000bp · n=24 ticks
Live numerics · pulse on poll
LIVE NUMERICS8 metrics·POLL 0
⏱snapshot age
12.3s
▲YES mid
0.55¢ (0.55%)
▼NO mid
99.45¢ (99.45%)
ΣΣ sides
100.00%
⚖arb gap
0.000pp
$24h vol $
$678.7k
≋liquidity $
$58.4k
◳history points
25 ticks (live)

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

YES price · CLOB mid
n=25 · μ=0.0619 · σ=0.0964 · range [0.0055, 0.4550] · R²=0.394▼ FALLING -98.79%σ EXTREME 155.80%LAST 0.00550.45500.34260.23030.11790.0055μ = 0.0619max 0.4550min 0.0055dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxmin
25 YES observations from clob.polymarket.com · last 0.55¢
NO price · CLOB mid
n=25 · μ=0.9381 · σ=0.0964 · range [0.5450, 0.9945] · R²=0.394▲ RISING +82.48%σ HIGH 10.27%LAST 0.99450.99450.88210.76980.65740.5450μ = 0.9381max 0.9945min 0.5450dataMA(5)OLS R²=0.39μ lineμ ± σ bandmaxmin
25 NO observations from clob.polymarket.com · last 99.45¢

§2 · Distribution of Δp

Histogram of hourly increments
n=24 · 10 bins · μ=-0.0208 · σ=0.0552 · skew=-2.14 (left-skewed) · kurt=4.08 (leptokurtic (fat tails))1085302-18.74ppbin -18.74pp · n=2 · 20.0% peakbin -18.74pp · n=2 · 20.0% peak-16.23pp-13.71pp-11.20pp-8.68pp1-6.17ppbin -6.17pp · n=1 · 10.0% peakbin -6.17pp · n=1 · 10.0% peak3-3.65ppbin -3.65pp · n=3 · 30.0% peakbin -3.65pp · n=3 · 30.0% peak10-1.14ppbin -1.14pp · n=10 · 100.0% peakbin -1.14pp · n=10 · 100.0% peak61.38ppbin 1.38pp · n=6 · 60.0% peakbin 1.38pp · n=6 · 60.0% peak23.89ppbin 3.89pp · n=2 · 20.0% peakbin 3.89pp · n=2 · 20.0% 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=-2.26 · kurt=4.52 · near 7 / mid 15 / far 2 · OLS slope=0.84 intercept=-0.00LEPTOKURTIC — FAT TAILSTHIN UPPER TAILMILDLY HEAVY LOWER-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=25LEPTOKURTIC · FAT TAILS (G₂=8.76)
μ MEAN6.19¢95% CI: [2.41¢, 9.96¢]
σ STD DEV9.64ppσ² = 92.882 · CV = 155.80%
med MEDIAN3.50¢Q₁ 1.25¢ · Q₃ 6.50¢
FIVE-NUMBER SUMMARY · BOX PLOTrange 44.95pp · IQR 5.25pp (1.349σ→13.00pp)
min 0.55¢Q₁ 1.25¢med 3.50¢Q₃ 6.50¢max 45.50¢μ
SKEWNESS · G₁2.973right-skewed
−3−10+1+3
EXCESS KURTOSIS · G₂8.756leptokurtic · fat tails
−30+2+4+6
μ ↔ medianμ > med · right-tailed|μ−med| / σ = 0.28
σ × 1.349 ↔ IQRdiverges from normalratio = 2.48
range ↔ σwide tails (range > 4σ)range / σ = 4.66
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+0.326within white-noise band
ρ(2) AUTOCORR+0.006lag-2 not significant
H · HURST EXPONENT0.497random-walk
OLS TREND · t-STAT-3.863significant @ α=0.05
HURST EXPONENT [0, 1]random-walk · H = 0.497
H = 0.497RANDOM-WALK
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+0.326k=2+0.006k=3+0.082k=4-0.138k=5-0.0540+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|=3.86)
−5 reject−1.960 retain H₀+1.96+5 reject
REGIME CLASSIFICATIONMEAN-REVERTING · ADF rejects unit rootfrom Hurst + ρ(1) joint diagnosis
PREDICTABILITY · score 0.33moderate · 1-step ahead inferrable|ρ(1)| + 2·|H − 0.5| heuristic
TREND SIGNIFICANCESIGNIFICANT @ 1% (|t|=3.86)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 ID2557368
SLUGwill-the-text-of…615224555000
CATEGORYUS-Iran deal text released by...?
TWO-SIDED PRICINGFAVOURS NO (99¢)
PRIMARY · YES0.55¢implied prob 0.55% · decimal odds 181.82×
COUNTER · NO99.45¢implied prob 99.45% · decimal odds 1.01×
0.55¢
99.45¢
Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%
0%50%100% · target110%
Σ = 100.00% · |1 − Σ| = 0.000pp
24H ACTIVITY · LIQUIDITYDEEP
24H VOLUME678.70k USD 24h
LIQUIDITY58.37k USD
MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient
PRICING SKEWFAVOURS NO (99¢)|primary − counter| = 0.989 · entropy 0.049 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 0.5%NO 99.5%YES p̂0.5%H = 0.049 / 1.00 bits
Probability scale (YES)
0%25%50%
fair75%100%
Implied decimal odds
YES181.82×(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) = 0.049 bits (5% 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.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down
HOURLY RETURN HEATMAP · n=24 bars · best 5.15% · worst -20.00% · typical |Δ| 3.09%MILD BEARISH -44.95%BEST+5.15%6hWORST-20.00%1hTYPICAL |Δ|3.09%mean absoluteCUMULATIVE-44.95%Σ signed ΔSTREAK↘ 1down-runASIA · 00-08 UTCμ -5.65% · Σ -39.55%EUROPE · 08-16 UTCμ -0.64% · Σ -5.15%US · 16-24 UTCμ +0.00% · Σ +0.00%CUMULATIVE Δ PATH · final -44.95%+0.00%-44.95%-20.00% · 1h-20.00% · 1h-20.00%1h▼ WORST-19.00% · 2h-19.00% · 2h-19.00%2h1.00% · 3h1.00% · 3h1.00%3h-2.50% · 4h-2.50% · 4h-2.50%4h-1.60% · 5h-1.60% · 5h-1.60%5h5.15% · 6h5.15% · 6h5.15%6h★ BEST-2.60% · 7h-2.60% · 7h-2.60%7h2.10% · 8h2.10% · 8h2.10%8h-5.60% · 9h-5.60% · 9h-5.60%9h1.05% · 10h1.05% · 10h1.05%10h3.60% · 11h3.60% · 11h3.60%11h-1.95% · 12h-1.95% · 12h-1.95%12h-0.45% · 13h-0.45% · 13h-0.45%13h0.55% · 14h0.55% · 14h0.55%14h-4.45% · 15h-4.45% · 15h-4.45%15h0.70% · 16h0.70% · 16h0.70%16h-0.10% · 17h-0.10% · 17h-0.10%17h-0.45% · 18h-0.45% · 18h-0.45%18h0.30% · 19h0.30% · 19h0.30%19h0.00% · 20h0.00% · 20h·20h0.10% · 21h0.10% · 21h0.10%21h-0.65% · 22h-0.65% · 22h-0.65%22h0.10% · 23h0.10% · 23h0.10%23h-0.25% · 24h-0.25% · 24h-0.25%24hTIME PATTERNUS-led (+0.00%)RUNSup max 2 · down max 2BREADTH42% up · 54% down · 4% flat
10 up bars · 13 down · best 5.15% · worst -20.00% · typical |Δ| 3.094%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough
EQUITY & DRAWDOWN ANALYSIS · n=25 barsSEVERE DRAWDOWN -39.31%FINAL-39.31%MAX DD-39.31%RECOVERYONGOING · 24 barsMAX RUN-UP+0.00%UNDERWATER24/25 (96%)STREAK↘ 1EQUITY CURVE · end 0.6069 · peak 1.0000 · range [0.6069, 1.0000]1.00000.6069break-even = 1★ PEAK 1.0000UNDERWATER DRAWDOWN · max -39.31% · severe0%-39.31%▼ TROUGH -39.31%TOP DRAWDOWN PERIODS · 1 total#1 -39.31%bar 2-25 · 24 bars · ONGOINGDD SEVERITYsevere (max -39.31%)RECOVERYongoing · 24 barsTIME UNDER WATER96% of session · 24/25 bars
final equity 0.6069 (-39.31%) · max DD -39.31% · time-under-water 24/25 bars

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

Rolling annualised Sharpe ratio · green positive · red negative
n=19 · +3 / −16 (16% positive) · μ=-18.38 · σ=19.86UNPROFITABLE STRATEGYLAST -18.51 (-0.01σ vs μ)53.9927.000.00-27.00-53.99μ = -18.38-53.99-53.99-36.96-36.967.887.88-20.53-20.53-6.15-6.1514.3514.35-15.51-15.51-5.96-5.96-14.04-14.04-9.37-9.37-11.49-11.49-45.38-45.38-34.46-34.46-27.67-27.67-32.95-32.9522.1222.12-35.20-35.20-25.47-25.47-18.51-18.51v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -18.507 · range [-53.99, 22.12] · μ -18.384 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window
Rolling annualised volatility (%)
n=19 · μ=286.0581 · σ=243.3578 · range [31.5550, 999.1287] · R²=0.706▼ FALLING -96.84%σ EXTREME 85.07%LAST 31.5550999.1287757.2353515.3419273.448531.5550μ = 286.0581max 999.1287min 31.5550dataMA(3)OLS R²=0.71μ lineμ ± σ bandmaxmin
latest 31.56% · range [31.56%, 999.13%] · μ 286.06% · σ̂ scaled to annualised (×√8760)
Rolling lag-1 autocorrelation ρ(1)
n=19 · +1 / −18 (5% positive) · μ=-0.324 · σ=0.212MEAN-REVERSIONLAST -0.333 (-0.05σ vs μ)0.6220.3110.000-0.311-0.622μ = -0.3240.3160.316-0.127-0.127-0.536-0.536-0.448-0.448-0.622-0.622-0.371-0.371-0.445-0.445-0.385-0.385-0.158-0.158-0.123-0.123-0.384-0.384-0.488-0.488-0.478-0.478-0.451-0.451-0.191-0.191-0.193-0.193-0.286-0.286-0.444-0.444-0.333-0.333v > 0 · positivev < 0 · negativeμ mean lineμ ± σ bandlatest bar (outlined)
latest -0.333 · |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
4 of 6 REJECT · mixed evidence4 reject·2 pass·α = 0.05
𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC
58.4365
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
3.7764
p-VALUE (log scale)
0.5843
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedconsistent with white noise
Ψ

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC
-9.5466
p-VALUE (log scale)
< 0.0001
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonestationary · mean-reverting (crit ≈ -2.86)
±

Wald-Wolfowitz runs

REJECT H₀*

H₀: Sign sequence of Δ is random

STATISTIC
2.0407
p-VALUE (log scale)
0.0413
α
10⁻⁴10⁻³10⁻²10⁻¹1
p < α · rejection zonenon-random sign pattern (17 runs)
χ

KPSS (μ stationarity)

REJECT H₀*

H₀: p IS level-stationary

STATISTIC
0.5817
p-VALUE (log scale)
0.0243
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
-0.6603
p-VALUE (log scale)
0.5091
α
10⁻⁴10⁻³10⁻²10⁻¹1
p ≥ α · null retainedVR 0.799 ≈ 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=3.35e-3 · top T=12.00h (16.6%) · top-3 cover 43.8%WHITE NOISE · no dominant cyclecumulative energy ↗ (0 bins above 2× noise)6.7e-35.0e-33.3e-31.7e-30.0e+0μ noise floorperiod 24.0 · power 5.33e-3 · 13.3% energyperiod 24.0 · power 5.33e-3 · 13.3% energyperiod 12.0 · power 6.67e-3 · 16.6% energyperiod 12.0 · power 6.67e-3 · 16.6% energyperiod 8.0 · power 5.61e-3 · 13.9% energyperiod 8.0 · power 5.61e-3 · 13.9% energyperiod 6.0 · power 5.34e-3 · 13.3% energyperiod 6.0 · power 5.34e-3 · 13.3% energyperiod 4.8 · power 1.58e-3 · 3.9% energyperiod 4.8 · power 1.58e-3 · 3.9% energyperiod 4.0 · power 3.28e-3 · 8.2% energyperiod 4.0 · power 3.28e-3 · 8.2% energyperiod 3.4 · power 4.57e-3 · 11.4% energyperiod 3.4 · power 4.57e-3 · 11.4% energyperiod 3.0 · power 9.83e-4 · 2.4% energyperiod 3.0 · power 9.83e-4 · 2.4% energyperiod 2.7 · power 5.25e-3 · 13.1% energyperiod 2.7 · power 5.25e-3 · 13.1% energyperiod 2.4 · power 5.20e-4 · 1.3% energyperiod 2.4 · power 5.20e-4 · 1.3% energyperiod 2.2 · power 1.96e-4 · 0.5% energyperiod 2.2 · power 1.96e-4 · 0.5% energyperiod 2.0 · power 8.70e-4 · 2.2% energyperiod 2.0 · power 8.70e-4 · 2.2% energy50% by T=6.0h#1 dominantT=12.00h#2T=8.00h#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 ≈ 12.00h (freq 0.083) · concentrates 16.6% of total energy · Σ|X̂|²/n = 4.019e-2

▸ Depth section using sovereign-store price series (5000 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 0.3 d · σ/bar 0.626pp · expected |Δp| over horizon 1.53ppterminal variance p(1−p) = 0.0055 · n = 5000✓ n = 5000
μ per bar
-0.011pp
average Δp · drift
σ per bar
0.626pp
one-bar volatility · logit-free
Per-day movedaily
3.07pp
σ × √24
Per-horizon move0d
1.53pp
σ × √6
Terminal variancebinary
0.0055
p(1−p) at resolution
Current pricep
0.5¢
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 1.04pp · ES₉₅ 1.30pp · method parametric · drift-correcteddrift -0.011pp/bar · quantised: yes · median step 0.10pp · unique ratio 0.02✓ n = 5000
VaR 95%
1.04pp
1.645·σ (parametric) of Δp
ES 95%
1.30pp
mean of the tail
Max drawdown
99.4pp
peak 86.5¢ → trough 0.5¢
Median step
0.10pp
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
0.5%
= price
Decimal oddsEU
181.818
total return per $1
AmericanUS
+18082
$100 wins $18082
FractionalUK
180.82 / 1
profit per $1 risked
Profit per $100stake
+$18081.82
clean dollar framing
-1000-5000+500+1000020406080100you · 0.5%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)
0.049 bit
max 1.0 at p = 0.5
Your entropyH(q)
0.049 bit
Δ +0.000 bit vs market
Surprise · YES−log₂ p
7.51 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
91230992663532978753569755509706782406329921326098880597019585814926139912190
NO token ID
113732429659761264881197290134036063535008983397650293577942775238637103800134
Snapshot fetched
2026-06-18 09:55:35 UTC
Snapshot age
12.3s
History points
25 CLOB mids
Page rendered
2026-06-18 09:55:47 UTC
Storage policy
no persistence — fetched on every request
SHA-256 attestation
e3ed1c13f90c8f7691c1e204c3cdcf7f146c05a5d48fffb750337f0da777ba82 · deterministic hash of source snapshot
Open data licence
CC0 / public domain

§∞-2 · Related markets · explore more

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Also see: /arb opportunities · RSS feed · more in US-Iran deal text released 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
0.005500
(best bid + best ask) / 2
Spread
5454.5bp
(bestAsk − bestBid) / mid
Imbalance (whole book)
-0.051
ask-heavy
Imbalance (top-5)
+0.897
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-text-of-the-us-iran-agreement-be-released-by-june-16-20260615224555000/slippage?size=10000&side=buy

SideNotionalAvg fillSlippageWorst fillLevelsStatus
BUY$1.00K0.02450534553.66bp0.09700029FILLED
BUY$10.00K0.151733265877.52bp0.75000061FILLED
BUY$100.00K0.6328161140575.43bp0.99900085FILLED
SELL$1.00K0.0016696964.97bp0.0010004PARTIAL
SELL$10.00K0.0016696964.97bp0.0010004PARTIAL
SELL$100.00K0.0016696964.97bp0.0010004PARTIAL

Risk metrics

▸ sovereign store · 5,000 barsperiods/year ≈ 1.75M
Realized vol (annualised)
4868.54%
σ per bar = 0.036777
Mean return (annualised)
-162379.49%
μ per bar = -0.000927
Sharpe (rf=0)
-33.35
annualised; risk-free assumed zero
Max drawdown
99.36%
peak 0.86 → trough 0.01 over 4922 bars

/api/asset/pm-will-the-text-of-the-us-iran-agreement-be-released-by-june-16-20260615224555000/risk · same metrics, JSON